Multilevel Splitting for Estimating Rare Event Probabilities (Q2770125)

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Multilevel Splitting for Estimating Rare Event Probabilities
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    title
    Multilevel Splitting for Estimating Rare Event Probabilities (English)
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    DOI
    10.1287/opre.47.4.585
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    author
    Paul Glasserman
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    Philip Heidelberger
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    Perwez Shahabuddin
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    Tim Zajic
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    publication date
    7 February 2002
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    Mathematics Subject Classification ID
    65C60
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    90B36
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    60K25
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    62F10
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    zbMATH DE Number
    1702833
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    zbMATH Keywords
    multilevel splitting
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    estimation
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    rare event simulations
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    branching-process
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    numerical examples
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    queueing models
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    OpenAlex ID
    W2154151239
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