Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (Q2957034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting |
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Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (English)
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20 January 2017
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Monte Carlo simulation
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rare events
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multilevel splitting
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central limit theorem
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numerical examples
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Gaussian confidence intervals
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