Rare Event Simulation Using Reversible Shaking Transformations
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Publication:3447461
DOI10.1137/14098418XzbMath1327.65006WikidataQ121366279 ScholiaQ121366279MaRDI QIDQ3447461
Publication date: 27 October 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
65C05: Monte Carlo methods
60K35: Interacting random processes; statistical mechanics type models; percolation theory
65C40: Numerical analysis or methods applied to Markov chains
37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)
65C35: Stochastic particle methods
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