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Ghamami, Samim
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Improving the Asmusse} - Kroese-type simulation estimators
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Ghamami, Samim
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Ross, Sheldon M
Published in
Journal of applied probability
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IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR
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Ghamami, Samim
,
Ross, Sheldon M.
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Probability in the engineering and informational sciences
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Journal Of Applied Probability
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Probability In The Engineering And Informational Sciences
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Estimating Techniques
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Mathematical Analysis
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Integer Programming
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Importance Sampling
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Heavy-Tailed Random Variable
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Engineering, Industrial
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Efficient Monte Carlo Estimation
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Density
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Deltas
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Control Variate
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Conditioning
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Computer Simulation
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91G20
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65C05
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