RARE EVENT SIMULATION
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Publication:5291225
DOI10.1017/S0269964806060025zbMath1101.65005OpenAlexW2003223892MaRDI QIDQ5291225
Publication date: 9 May 2006
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964806060025
algorithmMonte Carlo methodconfidence intervalRESTARTrare event probabilityrepetitive simulation trails after reaching thresholds
Parametric tolerance and confidence regions (62F25) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)
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