Rare event simulation for steady-state probabilities via recurrency cycles
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Publication:4631851
DOI10.1063/1.5080296zbMath1464.62368arXiv1904.02966OpenAlexW2934162524WikidataQ92714640 ScholiaQ92714640MaRDI QIDQ4631851
Krzysztof Bisewski, Daan Crommelin, M. R. H. Mandjes
Publication date: 23 April 2019
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.02966
Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)
Uses Software
Cites Work
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