Dataset - CKAN

Towards zero variance estimators for rare event probabilities

Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events...
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Long runs under a conditional limit distribution

55 pages. To appear Annals of Applied Probability
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Moments, moderate and large deviations for a branching process in a random en...

International audience
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Deviation inequalities, Moderate deviations and some limit theorems for bifur...

56 pages
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