Rare events, splitting, and quasi-Monte Carlo (Q3549155)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare events, splitting, and quasi-Monte Carlo |
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Rare events, splitting, and quasi-Monte Carlo (English)
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21 December 2008
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Quasi-Monte Carlo
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Markov chain
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variance reduction
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splitting
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RESTART, importance sampling
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highly-reliable Markovian systems
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