Data-based importance sampling estimates for extreme events (Q776693)
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scientific article; zbMATH DE number 7219633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-based importance sampling estimates for extreme events |
scientific article; zbMATH DE number 7219633 |
Statements
Data-based importance sampling estimates for extreme events (English)
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13 July 2020
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extreme events
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importance sampling measures
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Monte Carlo method
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nominal measures
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Radon-Nikodym theorem
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stochastic equations
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