Rare events probabilities estimation by `Russian Roulette and Splitting' simulation technique

Probabilistic Engineering Mechanics

Volumn 15, Issue 2, 2000, Pages 125-129

  Melnik Melnikov, P G ^a   Dekhtyaruk, E S ^a  

^a KYIV NATIONAL UNIVERSITY OF CONSTRUCTION AND ARCHITECTURE   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; PROBABILITY; RANDOM PROCESSES;

RUSSIAN ROULETTE AND SPLITTING TECHNIQUE;

MONTE CARLO METHODS;

EID: 0033896506     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(97)00016-7     Document Type: Article

References (12)

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