Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (Q2957034): Difference between revisions
From MaRDI portal
Latest revision as of 07:28, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting |
scientific article |
Statements
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (English)
0 references
20 January 2017
0 references
Monte Carlo simulation
0 references
rare events
0 references
multilevel splitting
0 references
central limit theorem
0 references
numerical examples
0 references
Gaussian confidence intervals
0 references