Effective branching splitting method under cost constraint

DOI10.1016/j.spa.2007.10.009zbMath1156.65006OpenAlexW2020823818MaRDI QIDQ952828

Agnès Lagnoux-Renaudie

Publication date: 14 November 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.10.009

zbMATH Keywords

Laplace transformcost functionsplitting methodBerry-Esseen boundsrare eventiterated functionsbranching processes (Galton-Watson)Chernoff's bounds

Mathematics Subject Classification ID

Laplace transform (44A10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Unbiased simulation of rare events in continuous time ⋮ A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis ⋮ Efficient Monte Carlo simulation via the generalized splitting method

Uses Software

• RESTART

Cites Work

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