Rare event simulation and splitting for discontinuous random variables (Q2786505)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare event simulation and splitting for discontinuous random variables |
scientific article |
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Rare event simulation and splitting for discontinuous random variables (English)
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12 February 2016
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rare event simulation
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multilevel splitting
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sequential Monte Carlo
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extreme event estimation
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counting
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last particle algorithm
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