Introduction to importance sampling in rare-event simulations

European Journal of Physics

Volumn 22, Issue 4, 2001, Pages 403-411

  Denny, M ^a  

^a BAE SYSTEMS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DIGITAL SIGNAL PROCESSING; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; STATISTICS;

RARE-EVENT SIMULATIONS;

SAMPLING;

EID: 0035389748     PISSN: 01430807     EISSN: None     Source Type: Journal    
DOI: 10.1088/0143-0807/22/4/315     Document Type: Article

References (6)