Rare events, splitting, and quasi-Monte Carlo (Q3549155)
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scientific article; zbMATH DE number 5458301
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| English | Rare events, splitting, and quasi-Monte Carlo |
scientific article; zbMATH DE number 5458301 |
Statements
Rare events, splitting, and quasi-Monte Carlo (English)
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21 December 2008
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Quasi-Monte Carlo
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Markov chain
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variance reduction
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splitting
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RESTART, importance sampling
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highly-reliable Markovian systems
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0.9198246
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0.90912384
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0.88522446
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0.8761662
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0.87058944
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0.87022936
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0.8685609
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