A variant of importance splitting for rare event estimation (Q4635173)

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scientific article; zbMATH DE number 6859961
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    A variant of importance splitting for rare event estimation
    scientific article; zbMATH DE number 6859961

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      A variant of importance splitting for rare event estimation (English)
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      16 April 2018
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      entrance probability
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      Markov chain
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      Monte Carlo methods
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      importance splitting
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      rare event
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      robust estimation
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      tandem queue
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