The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (Q666351)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
scientific article

    Statements

    The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (English)
    0 references
    0 references
    8 March 2012
    0 references
    rare event simulation
    0 references
    Monte Carlo
    0 references
    branching process
    0 references
    large deviations
    0 references

    Identifiers