C Codes for direct and large-deviation Simulation for the Bernoulli process
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Two C programs to perform direct sampling and large-deviation sampling for the Bernoulli model. The codes are explained in: Alexander K. Hartmann "Numercial Aspect of Large deviations" Script for lectures at 2024 Summer school on "Large deviations and applications" in Les Houches (France).
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2024-12-05
