Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula (Q4995122)
From MaRDI portal
scientific article; zbMATH DE number 7362397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula |
scientific article; zbMATH DE number 7362397 |
Statements
Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula (English)
0 references
23 June 2021
0 references
excursion probability
0 references
rare events
0 references
Gaussian mixtures
0 references
MCMC
0 references
Rice's formula
0 references
