Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula (Q4995122)
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scientific article; zbMATH DE number 7362397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula |
scientific article; zbMATH DE number 7362397 |
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Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula (English)
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23 June 2021
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excursion probability
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rare events
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Gaussian mixtures
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MCMC
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Rice's formula
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