RESTART

From MaRDI portal
Software:15038



swMATH2499MaRDI QIDQ15038


No author found.





Related Items (34)

Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithmAdaptive Multilevel Splitting for Rare Event AnalysisA Koopman framework for rare event simulation in stochastic differential equationsRare Event Simulation Using Reversible Shaking TransformationsComputational costs of fast stochastic simulation techniques for Markovian fluid models in multiservice networksCombinatorial analysis of the adaptive last particle methodFAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCESA simple yet effective decision support policy for mass-casualty triageRare event restart simulation of two-stage networksUnnamed ItemAnalysis of an interacting particle method for rare event estimationTHE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITALA Two-Step Branching Splitting Model Under Cost Constraint for Rare Event AnalysisAn efficient algorithm for rare-event probability estimation, combinatorial optimization, and countingSampling per mode for rare event simulation in switching diffusionsAdaptive multilevel splitting: Historical perspective and recent resultsOn a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splittingThe design and analysis of a generalized RESTART/DPR algorithm for rare event simulationSplitting algorithms for rare event simulation over long time intervalsEffective branching splitting method under cost constraintUnnamed ItemAccelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queuesRare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropyMultilevel Splitting for Estimating Rare Event ProbabilitiesUnnamed ItemOn the efficiency of fluid simulation of networksEfficient Monte Carlo simulation via the generalized splitting methodConditioning on One-Step Survival for Barrier Option SimulationsStatistical analysis of a dynamic model for dietary contaminant exposureVariational approach to rare event simulation using least-squares regressionEffects of refractory period on stochastic resettingAnalysis of a Splitting Estimator for Rare Event Probabilities in Jackson NetworksImportance functions for restart simulation of general Jackson networksOptimal mean first-passage time of a Brownian searcher with resetting in one and two dimensions: experiments, theory and numerical tests


This page was built for software: RESTART