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Simulating Events of Unknown Probabilities Via Reverse Time Martingales

Simulating Events of Unknown Probabilities Via Reverse Time Martingales

Authors: Ioannis Kosmidis and Omiros Papaspiliopoulos.
Random Structures & Algorithms
Vol. 38 , No 4 ,441--452, December, 2015.

DOI: 10.1002/rsa.20333

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