Adaptive Multilevel Splitting for Rare Event Analysis (Q3444686)
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scientific article; zbMATH DE number 5161382
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive Multilevel Splitting for Rare Event Analysis |
scientific article; zbMATH DE number 5161382 |
Statements
Adaptive Multilevel Splitting for Rare Event Analysis (English)
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4 June 2007
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Markov chains
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adaptive multilevel splitting
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rare events
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estimator
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variance
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consistency
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asymptotic normality
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0.9301673
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0.8808324
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0.8739939
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0.8507273
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0.85026914
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0.8488785
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0.8458491
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0.8409616
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