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A subsolutions approach to the analysis and implementation of splitting algorithms in rare event simulation

机译：稀有事件模拟中拆分算法分析和实现的子解决方案

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作者
Dean, Thomas Anthony;
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作者单位

Brown University;

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授予单位 Brown University;
学科
学位 Ph.D.
年度 2008
页码 174 p.
总页数 174
原文格式 PDF
正文语种 eng
中图分类
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专利

1. Splitting for rare event simulation: A large deviation approach to design and analysis [J] . Dean T, Dupuis P Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2009,第2期

机译：拆分以进行罕见事件模拟：设计和分析的大偏差方法
2. EFFICIENT SPLITTING-BASED RARE EVENT SIMULATION ALGORITHMS FOR HEAVY-TAILED SUMS [J] . Jose Blanchet, Yixi Shi Proceedings of the Workshop on Principles of Advanced and Distributed Simulation . 2013,第CDaROM1期

机译：基于高效分割的稀有事件模拟算法
3. COMBINING SIMULATION ALLOCATION AND OPTIMAL SPLITTING FOR RARE-EVENT SIMULATION OPTIMIZATION [J] . Ben Crain, Chun-Hung Chen, John F. Shortle Proceedings of the Workshop on Principles of Advanced and Distributed Simulation . 2011,第CDaROM期

机译：结合模拟分配和最佳分割，进行罕见事件模拟优化
4. Limit theorems for the multilevel splitting algorithm in the simulation of rare events [C] . Cerou, F., LeGland, . 2005

机译：罕见事件模拟中多级分裂算法的极限定理
5. Rare events in stochastic systems: Modeling, simulation design and algorithm analysis. [D] . Shi, Yixi. 2013

机译：随机系统中的稀有事件：建模，仿真设计和算法分析。
6. Mathematical analysis and algorithms for efficiently and accurately implementing stochastic simulations of short-term synaptic depression and facilitation [O] . Mark D. McDonnell, Ashutosh Mohan, Christian Stricker 2013

机译：数学分析和算法可有效准确地实施短期突触抑制和促进的随机模拟
7. Splitting for rare event simulation: a large deviations approach to design and analysis [O] . Thomas Dean, Paul Dupuis 2008

机译：拆分以进行罕见事件仿真：设计和分析的大偏差方法
8. Splitting for Rare Event Simulation: A Large Deviations Approach to Design and Analysis [R] . Dean, T. , Dupuis, P. 2007

机译：稀疏事件模拟的分裂：一种大偏差的设计和分析方法

A subsolutions approach to the analysis and implementation of splitting algorithms in rare event simulation

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