Rare events, splitting, and quasi-Monte Carlo

ACM Transactions on Modeling and Computer Simulation 2007 / 04 Vol. 17; Iss. 2

Rare events, splitting, and quasi-Monte Carlo

L'Ecuyer, Pierre, Demers, Valérie, Tuffin, Bruno
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Volume:
17
Language:
english
Journal:
ACM Transactions on Modeling and Computer Simulation
DOI:
10.1145/1225275.1225280
Date:
April, 2007
File:
PDF, 364 KB
english, 2007
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