Sojourn times and rare events

In this paper we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AA/sup C/ method, which in turn is an enhancement of the LRE-algorithm, derived from the sojourn time analysis of that algorithm. The AA/sup C/ method is based on weaker assumptions than the LRE and thus usually creates confidence intervals that are more reliable than those delivered by the LRE-algorithm.