Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic. Multilevel Splitting for Estimating Rare Event Probabilities. Operations Research, 47(4):585-600, 1999. [doi]
@article{GlassermanHSZ99,
title = {Multilevel Splitting for Estimating Rare Event Probabilities},
author = {Paul Glasserman and Philip Heidelberger and Perwez Shahabuddin and Tim Zajic},
year = {1999},
doi = {10.1287/opre.47.4.585},
url = {http://dx.doi.org/10.1287/opre.47.4.585},
researchr = {https://researchr.org/publication/GlassermanHSZ99},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {47},
number = {4},
pages = {585-600},
}