Study of new rare event simulation schemes and their application to extreme scenario generation (Q1996937): Difference between revisions
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| Property / cites work: Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions / rank | |||
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Latest revision as of 16:15, 24 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study of new rare event simulation schemes and their application to extreme scenario generation |
scientific article |
Statements
Study of new rare event simulation schemes and their application to extreme scenario generation (English)
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1 March 2021
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extreme scenario
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rare event
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Markov chains
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ergodic properties
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interacting particle systems
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