Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities (Q693310)
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scientific article; zbMATH DE number 6114108
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| English | Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities |
scientific article; zbMATH DE number 6114108 |
Statements
Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities (English)
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7 December 2012
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Monte Carlo
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simulations
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small probabilities
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0.7518561482429504
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0.7514058947563171
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0.7512676119804382
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0.7476593852043152
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0.7348419427871704
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