An overview of importance splitting for rare event simulation

European Journal of Physics

Volumn 31, Issue 5, 2010, Pages 1295-1303

  Morio, Jérôme ^a   Pastel, Rudy ^a   Gland, François Le ^b  

^a ONERA   (France)

^b INRIA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

INTELLIGENT SYSTEMS;

IMPORTANCE SPLITTING; MONTE CARLO'S SIMULATION; PHYSICAL SYSTEMS; PROBLEM DIMENSIONALITY; RARE EVENT SIMULATION; SAMPLING DENSITIES; SAMPLING TECHNIQUE;

IMPORTANCE SAMPLING;

EID: 78349281903     PISSN: 01430807     EISSN: 13616404     Source Type: Journal    
DOI: 10.1088/0143-0807/31/5/028     Document Type: Review

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