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Simulating Events of Unknown Probabilities Via Reverse Time Martingales

Authors: Krzysztof Łatuszyński, Ioannis Kosmidis, Omiros Papaspiliopoulos and Gareth O. Roberts

Random Structures & Algorithms, Vol. 38, No 4, 441--452, January, 2011
DOI: 
10.1002/rsa.20333

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