The cross-entropy method with patching for rare-event simulation of large markov chains

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Name	TI Discussion Papers Series
No.	09-084/4

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@techreport{35e3833c97c6489d8b183a1948550ca8,

title = "The cross-entropy method with patching for rare-event simulation of large markov chains",

author = "B. Kaynar and A.A.N. Ridder",

year = "2009",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Instituut (TI)",

number = "09-084/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}