A Variant of Importance Splitting for Rare Event Estimation
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Date
2011-02Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
ACM Transactions on Modeling and Computer SimulationVolume
Pages / Article No.
Publisher
Association for Computing MachinerySubject
Entrance probability; Importance splitting; Markov chain; Monte Carlo; Rare event; Robust estimation; Tandem queueOrganisational unit
03217 - Künsch, Hans Rudolf
Notes
Received July 2009, Revised February and May 2010, Accepted May 2010.More
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ETH Bibliography
yes
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