Path-ZVA: general, efficient, and automated importance sampling for highly reliable Markovian systems

DOI10.1145/3161569zbMATH Open1542.60002MaRDI QIDQ6583733FDOQ6583733

Authors: Daniël Reijsbergen, Pieter-Tjerk de Boer, Werner R. W. Scheinhardt, S. Juneja 

Publication date: 6 August 2024

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

zbMATH Keywords

importance samplingrare-event simulationhighly reliable systems

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Statistical ranking and selection procedures (62F07) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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