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

The theory of direct probability redistribution and its application to rare event simulation (Q4575339)

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scientific article; zbMATH DE number 6903488
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The theory of direct probability redistribution and its application to rare event simulation
scientific article; zbMATH DE number 6903488

    Statements

    The theory of direct probability redistribution and its application to rare event simulation (English)
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    13 July 2018
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    direct probability redistribution
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    RESTART
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    accelerated simulation
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    discrete event simulation
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    importance sampling
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    queuing
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    rare event simulation
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    splitting
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