Multilevel Splitting for Estimating Rare Event Probabilities

DOI10.1287/opre.47.4.585zbMath0985.65006OpenAlexW2154151239MaRDI QIDQ2770125

Perwez Shahabuddin, Paul Glasserman, Tim Zajic, Philip Heidelberger

Publication date: 7 February 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/662bffa61710ed81a4f9ac5d9c13a93b714cc3d4

zbMATH Keywords

estimationnumerical examplesqueueing modelsmultilevel splittingrare event simulationsbranching-process

Mathematics Subject Classification ID

Related Items (48)

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Uses Software

• RESTART

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