Publication:3434966
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zbMath1114.65004MaRDI QIDQ3434966
Pierre Del Moral, Pascal Lezaud
Publication date: 3 May 2007
algorithms; importance sampling; rare events; error bounds; Monte Carlo methods; central limit theorem; branching particle interpretations; fluctuation variance comparaisons; multi-splitting branching models
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
65C35: Stochastic particle methods
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