The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (Q666351)
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scientific article; zbMATH DE number 6012983
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| English | The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation |
scientific article; zbMATH DE number 6012983 |
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The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (English)
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8 March 2012
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rare event simulation
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Monte Carlo
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branching process
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large deviations
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0.8150214552879333
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0.8074119687080383
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0.7986289262771606
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0.7822064161300659
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0.7784751057624817
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