A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis (Q5321760)
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scientific article; zbMATH DE number 5578817
Language | Label | Description | Also known as |
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English | A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis |
scientific article; zbMATH DE number 5578817 |
Statements
A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis (English)
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15 July 2009
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splitting method
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simulation
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cost function
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Laplace transform
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Galton-Watson branching process
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iterated function
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rare event
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numerical examples
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algorithm
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