Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting (Q3465405)
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scientific article; zbMATH DE number 6534082
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| English | Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting |
scientific article; zbMATH DE number 6534082 |
Statements
21 January 2016
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Monte Carlo simulation
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rare events
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multilevel splitting
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large deviations
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0.9194399
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0.90849525
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0.9036508
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0.8863649
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0.8634836
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0.8634194
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0.86296856
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0.8627362
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0.8589364
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0.85824656
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