A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
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Publication:5321760
DOI10.1239/jap/1245676098zbMath1168.65008OpenAlexW2027902076MaRDI QIDQ5321760
Publication date: 15 July 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1245676098
algorithmLaplace transformsimulationnumerical examplescost functionsplitting methodrare eventGalton-Watson branching processiterated function
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Related Items (7)
Counting with Combined Splitting and Capture–Recapture Methods ⋮ Unbiased simulation of rare events in continuous time ⋮ Stochastic enumeration method for counting NP-hard problems ⋮ Adaptive multilevel splitting: Historical perspective and recent results ⋮ Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities ⋮ HOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHOD ⋮ On the Use of Smoothing to Improve the Performance of the Splitting Method
Uses Software
Cites Work
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- Rare event restart simulation of two-stage networks
- Effective branching splitting method under cost constraint
- Probability approximations via the Poisson clumping heuristic
- On Monte Carlo estimation of large deviations probabilities
- Adaptive Multilevel Splitting for Rare Event Analysis
- Fast simulation of rare events in queueing and reliability models
- RARE EVENT SIMULATION
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