The theory of direct probability redistribution and its application to rare event simulation

DOI10.1145/333296.333349MaRDI QIDQ4575339zbMATH OpenOpenAlexWikidataFDO

Authors Zsolt Haraszti, J. Keith Townsend

Publication date 13 July 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/1022

zbMATH Keywords

importance samplingaccelerated simulationrare event simulationsplittingqueuingdiscrete event simulationRESTARTdirect probability redistribution

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) Queues and service in operations research (90B22)

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