On the generalization of the hazard rate twisting-based simulation approach (Q1702282)
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scientific article; zbMATH DE number 6844708
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| English | On the generalization of the hazard rate twisting-based simulation approach |
scientific article; zbMATH DE number 6844708 |
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On the generalization of the hazard rate twisting-based simulation approach (English)
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28 February 2018
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naive Monte Carlo
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rare events
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importance sampling
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hazard rate twisting
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logarithmic efficient
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twisting parameter
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0.8741771
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0.82713383
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0.8071275
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0.8062421
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0.80550927
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