Limit theorems for the multilevel splitting algorithm in the simulation of rare events

Proceedings - Winter Simulation Conference

Volumn 2005, Issue , 2005, Pages 682-691

  Cérou, Frédéric ^a   LeGland, François ^a   Del Moral, Pierre ^b   Lezaud, Pascal ^c  

^a CAMPUS DE BEAULIEU   (France)

^b UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

^c ENAC   (France)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MARKOV PROCESSES; MATHEMATICAL MODELS; NUCLEAR ENGINEERING; PROBABILITY DISTRIBUTIONS; TELECOMMUNICATION NETWORKS; THEOREM PROVING;

INTERACTING PARTICLE SYSTEMS; LIMIT THEOREMS; MULTILEVEL SPLITTING ALGORITHMS; RARE EVENTS;

GENETIC ALGORITHMS;

EID: 33846810987     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2005.1574309     Document Type: Conference Paper

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