{"entities":{"Q2240483":{"pageid":2251226,"ns":120,"title":"Item:Q2240483","lastrevid":54132848,"modified":"2026-01-26T07:47:41Z","type":"item","id":"Q2240483","labels":{"en":{"language":"en","value":"Splitting algorithms for rare event simulation over long time intervals"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7420077"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$A4E7220B-37EE-4EA9-8130-2336B1B7DDF6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"397f1e9cf5048301f68510a93dc073cdf62138d8","datavalue":{"value":{"text":"Splitting algorithms for rare event simulation over long time intervals","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2240483$F15343E3-0942-428E-B642-E86069639039","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"54ad203cb2b1875eb4ec61d29ca7f7e6d03ec7d8","datavalue":{"value":"1477.60054","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$88C41A84-DFA8-4978-80E8-EE02B7AA778B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"463247919ebc625164d5e7332eaad3ede149c11c","datavalue":{"value":"10.1214/20-AAP1578","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$36E8BF61-C6F3-4B06-AE20-6E6AB7D15FD9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"88b792ef648d092102a45199baf6c3bd69e87b43","datavalue":{"value":{"entity-type":"item","numeric-id":2240481,"id":"Q2240481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$6F5795FF-8924-4D4B-A2F3-FF9E7100DE41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"48c656eee869ec84dcb25ef1703e6eb3dd383150","datavalue":{"value":{"entity-type":"item","numeric-id":182606,"id":"Q182606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$C99D795D-8FCF-42B1-B11C-9A0F7E508FB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"270a9dcecbf722fb2d056829ec995875d6854907","datavalue":{"value":{"entity-type":"item","numeric-id":2240482,"id":"Q2240482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$6C23C301-690D-4E24-8C70-337FC516F0CB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$56E65361-51F8-4372-81D3-E3477196A320","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"51f0220dcd7207657e9465a422526ed9ffb9675e","datavalue":{"value":{"time":"+2021-11-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2240483$2DA8988A-DE9D-4311-BF9C-2B72B165EB35","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a30cf4c0a7561a9cee2df612b6f43ee59628cb3c","datavalue":{"value":"https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Splitting-algorithms-for-rare-event-simulation-over-long-time-intervals/10.1214/20-AAP1578.full","type":"string"},"datatype":"url"},"type":"statement","id":"Q2240483$059BDC1B-5D94-4DC5-AD72-237863DC3DA0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d3763f780a3a5770dc681d6af1fe7a1751fbffe5","datavalue":{"value":"The problem of interest is to estimate exit probabilities of a discrete time process \\(\\{X_i^n\\}\\) from a bounded open set \\(D \\subset \\mathbb R^d\\) over a time interval \\([0,T (n)]\\). The main focus of this paper is a Monte Carlo estimation of the probability, and in particular on the use of splitting methods in the estimation of exit probabilities. Within the setting of splitting schemes, there are those of interest which allow killing to improve efficiency without introducing bias, with one of the most well known of such schemes being the RESTART method. The authors focus mainly on them. They show that, in contrast to alternatives such as importance sampling, the decay rate of the second moment does not degrade as \\(T \\rightarrow \\infty \\). In the course of the analysis, they develop some related large deviation estimates that apply when the time interval of interest depends on the large deviation parameter.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$E82938BC-6692-4AF8-9C52-82F0C2C1A37D","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a4acbd42b7192fc4dfc7a11c35abd52ea863d593","datavalue":{"value":{"entity-type":"item","numeric-id":590903,"id":"Q590903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$9AAFA2A2-8F87-478A-A63A-76CD28CC457A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$54287F5F-0DD3-479A-AF93-CCD4E0270D74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07c259578e4daea8f68034612afe756bcdd16ef7","datavalue":{"value":"60G99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$5AF06F76-19A5-4A4E-BB50-BC8921B68A07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$E0AC696A-83F8-4652-B480-DB6C0F3EEB7B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a258c036e9bb5bb42496c766742f28fa4b83b04d","datavalue":{"value":"7420077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$2E8629D4-071E-450A-9DA8-DB775FFEEFF7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72f4b01f25cd1d63e30141b34aa4c233ed314405","datavalue":{"value":"large deviations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$29881951-69F5-44E6-89C4-70B6A75944B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"86b8f44b95bd17f7733e4b914e0caf25f37837ab","datavalue":{"value":"metastable points","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$19CCDD06-A4B0-46C2-9924-D6E72DF3FEFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"731b2d90aa6af12c2bb6fec69da63747d84012a9","datavalue":{"value":"Monte Carlo methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$7ED1A164-EE5D-43FA-9F2A-E4815DF917FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"55027414ef20ab39e497d1416438421bba3d8db2","datavalue":{"value":"restart","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$68F02781-453C-4AC7-9D1C-ECB8A65D2823","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8594d7f631ec2d704077ea613b731d3ce592f61f","datavalue":{"value":"splitting algorithms","type":"string"},"datatype":"string"},"type":"statement","id":"Q2240483$6A74954B-FAB8-457A-BC18-134A96E0D321","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"7900fe04407f20dbff4b79a64724a8c46d46d38d","datavalue":{"value":{"entity-type":"item","numeric-id":15038,"id":"Q15038"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$3F5DFE2C-E720-4525-B4F8-48A2ECD3CB07","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$9B42393B-90F2-4B5E-996B-FB2232EE4BDE","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e02ee5dde9703d53f0a01f1bdf3100ac821a609d","datavalue":{"value":{"entity-type":"item","numeric-id":5376565,"id":"Q5376565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$C8CFCAA3-2190-423C-A7B5-317326AC81E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce3c058d416898cc0ff9005f4fac188912b97668","datavalue":{"value":{"entity-type":"item","numeric-id":1994521,"id":"Q1994521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$B8A69CFA-DABE-41D9-87DF-D91C0C6FDCF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c35fdfa92841a96e6a0e9c51b171326afae497e","datavalue":{"value":{"entity-type":"item","numeric-id":720734,"id":"Q720734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$8A69AAD8-4FEE-487C-8754-8407ECAE36C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f7733d15ad9abf034d7c4a2b05dd32246e7abb4","datavalue":{"value":{"entity-type":"item","numeric-id":1004406,"id":"Q1004406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$FDAD67AA-389A-4B5F-A02D-9B85E64D3DE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ea1801417aec2441f04088319baa7e8f2efb83e","datavalue":{"value":{"entity-type":"item","numeric-id":666351,"id":"Q666351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$709BB3B3-88DB-4B29-B179-EA1FF1F88344","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"db58b10fcf02657272954c2f9fe67812e2f0e41a","datavalue":{"value":{"entity-type":"item","numeric-id":4819702,"id":"Q4819702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$0636A1A7-B630-4A53-A04B-40ED6B2A8F8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7202783f5438e02a2389192ff99195bb9d84f06","datavalue":{"value":{"entity-type":"item","numeric-id":4388221,"id":"Q4388221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$7B17025A-AD49-4803-90C2-D72D1F28EB57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"296dc3624b19cd54b22127f9353a0d9eb72c8e68","datavalue":{"value":{"entity-type":"item","numeric-id":1176370,"id":"Q1176370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$04F0E1BD-1A88-4CBD-A65F-F10B114AE2C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0be2ae5d85c8f69c544fdecb29dee625f7d0d9a8","datavalue":{"value":{"entity-type":"item","numeric-id":2467605,"id":"Q2467605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$DBC20195-02E8-44E9-B7B1-100D4F96D253","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b85ee1bc7d66d1f655a22b3fcea0e4ba2f479e9f","datavalue":{"value":{"entity-type":"item","numeric-id":748325,"id":"Q748325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$F6AF89D6-9394-4087-A8FA-8E088AD41D61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8cf4b05225714394dd05d3b5485345ae70f336c9","datavalue":{"value":{"entity-type":"item","numeric-id":5388058,"id":"Q5388058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$104C9BD3-C0B2-4521-A4D7-C83C08ED0493","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"448e656bc369b71250d87dff3a27617092a65081","datavalue":{"value":{"entity-type":"item","numeric-id":3721531,"id":"Q3721531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$16CC5D5A-27C1-4DFC-9F63-7B633B68F718","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f90e0001579a598d1929e5b3877558560cc89f3a","datavalue":{"value":{"entity-type":"item","numeric-id":4225410,"id":"Q4225410"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$3373D8BB-ADA5-4C71-AF16-8A86210323D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7806249165e4c4080ce8aeca9d4fe3ac66518ddd","datavalue":{"value":{"entity-type":"item","numeric-id":4017080,"id":"Q4017080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$3CAA8C37-563F-43E9-927C-E61BEEFDAC91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"90d89f8fcae8e822f18e866bfceb6f1c486118f4","datavalue":{"value":{"entity-type":"item","numeric-id":4865050,"id":"Q4865050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$66AB73F4-F9AD-49D2-98FE-A52487BAA549","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a21ae253c04bdd8bbe96acbc8d233fc79021b2c","datavalue":{"value":{"entity-type":"item","numeric-id":3355935,"id":"Q3355935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2240483$BDAAFA79-3B81-49C3-9CEC-41C0CB3FF1B2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4257b30a6f821410305d69560ab37bd4b4d1db74","datavalue":{"value":"W3111766688","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2240483$8D04D7EF-6A5B-4D3C-A6B9-82DF202538B0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"77aa18251732e65ab0da2bd757fc1fbcffebfcb5","datavalue":{"value":{"entity-type":"item","numeric-id":5291225,"id":"Q5291225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9bd44cf29a1ddddfbc9ca3bd3ca13fc5d4e9206","datavalue":{"value":{"amount":"+0.8298487663269043","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2240483$697AB443-0270-4069-86A8-9F781DC1EDDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aeef10cc740bcda5f40b2a5287d120a72b448fac","datavalue":{"value":{"entity-type":"item","numeric-id":1004406,"id":"Q1004406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"befd37462f0ad71930f0584deb797e4257f4d4d2","datavalue":{"value":{"amount":"+0.8282122015953064","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2240483$73E346A3-8E11-47FB-BFF7-76E575A22D8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc4b47f72aacbc75814e52d2e2a95501c66b7b8e","datavalue":{"value":{"entity-type":"item","numeric-id":2770125,"id":"Q2770125"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f5815e2f15627e009533ae1efbcacb9719b226ef","datavalue":{"value":{"amount":"+0.8257590532302856","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2240483$0A185C1D-24AA-46F4-A336-9C275AE605CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b97df969df1a346f01dc8221dc57a7553d77680c","datavalue":{"value":{"entity-type":"item","numeric-id":4905889,"id":"Q4905889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"476fb7d2b2c7e99b6e7828b9a40a8f7ef7857311","datavalue":{"value":{"amount":"+0.7923442125320435","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2240483$88C4EB2F-3CB6-46A6-BF9A-D309D9C9CD8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94c4431cc08ef0bd9a761bfdad72503b6200b993","datavalue":{"value":{"entity-type":"item","numeric-id":4369771,"id":"Q4369771"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1db3361d7030bc02e309e76902c98b817941e7c0","datavalue":{"value":{"amount":"+0.7865862846374512","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2240483$BA77A06A-44BF-4004-996F-CBCB28315BCC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2240483","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2240483"}}}}}