A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis (Q5321760)

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scientific article; zbMATH DE number 5578817
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A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
scientific article; zbMATH DE number 5578817

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    A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis (English)
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    15 July 2009
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    splitting method
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    simulation
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    cost function
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    Laplace transform
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    Galton-Watson branching process
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    iterated function
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    rare event
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    numerical examples
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    algorithm
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