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A note on impotance sampling simulation for germ-grain model

Palmowski Z.

Probability and Mathematical Statistics

2003

Vol. 23, Fasc. 2

293--304

In this paper we demonstrate how to use the importance sampling method to simulate rare events in a germ-grain model. We analyze conditions under which two germ-grain models are mutually absolutely continuous. We also find the likelihood set process. We apply these results in simulating the probability that the radius of the occupied component of the origin in continuous percolation is greater than some R. This method is based on the reduction of the variance of estimator.