Quasi-Monte Carlo techniques and rare event sampling (Q2801430)
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scientific article; zbMATH DE number 6564173
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| English | Quasi-Monte Carlo techniques and rare event sampling |
scientific article; zbMATH DE number 6564173 |
Statements
7 April 2016
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rare event
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relative error
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effective dimension
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randomized quasi-Monte Carlo
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heavy-tailed distributions
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Quasi-Monte Carlo techniques and rare event sampling (English)
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