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Rare Event Simulation of Small Noise Diffusions

✍ Scribed by Denis Serre; Eric Vanden-Eijnden


Book ID
115554772
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
296 KB
Volume
65
Category
Article
ISSN
0010-3640

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πŸ“œ SIMILAR VOLUMES


Quantum simulation - rare event simulati
✍ Addie, R. G. πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 902 KB

## Abstract A method of rare event simulation, termed here __quantum simulation__, and known also (with some variations) as __population Monte Carlo__, and __Sequential Markov Chain simulation__, is applied in this paper to __rare event simulation__ of communication systems. The technique described