Rare event simulation and splitting for discontinuous random variables (Q2786505): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare event simulation and splitting for discontinuous random variables |
scientific article |
Statements
Rare event simulation and splitting for discontinuous random variables (English)
0 references
12 February 2016
0 references
rare event simulation
0 references
multilevel splitting
0 references
sequential Monte Carlo
0 references
extreme event estimation
0 references
counting
0 references
last particle algorithm
0 references
