Quasi-Monte Carlo techniques and rare event sampling (Q2801430)

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scientific article; zbMATH DE number 6564173
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    Quasi-Monte Carlo techniques and rare event sampling
    scientific article; zbMATH DE number 6564173

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      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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