Rare event simulation in stochastic models

JOURNAL ARTICLE

Year: 2005 Journal: Winter Simulation Conference Proceedings, 1995. Pages: 178-185

DOI: 10.1109/wsc.1995.478721

Abstract

We review fast simulation techniques used for estimating probabilities of rare events and related quantities in different types of stochastic models.

Keywords:

Computer science Event (particle physics) Discrete event simulation Simulation

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