A variant of importance splitting for rare event estimation (Q4635173)
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scientific article; zbMATH DE number 6859961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variant of importance splitting for rare event estimation |
scientific article; zbMATH DE number 6859961 |
Statements
A variant of importance splitting for rare event estimation (English)
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16 April 2018
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entrance probability
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Markov chain
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Monte Carlo methods
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importance splitting
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rare event
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robust estimation
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tandem queue
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