Keyword: rare events

Found 2 papers in total
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
2011,
We consider a general class of branching methods with killing for the estimation of...
Rare event asymptotics for a random walk in the quarter plane
Rare event asymptotics for a random walk in the quarter plane
2011,
This paper presents a novel technique for deriving asymptotic expressions for the...
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