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A new technique for rare-event simulation based on partition of the region
Author(s) -
Amir Jalaly Bidgoly,
Mohammad Abdollahi Azgomi
Publication year - 2013
Publication title -
turkish journal of electrical engineering and computer sciences/elektrik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.225
H-Index - 30
eISSN - 1303-6203
pISSN - 1300-0632
DOI - 10.3906/elk-1105-50
Subject(s) - computer science , variance reduction , rare events , partition (number theory) , discrete event simulation , simple (philosophy) , algorithm , importance sampling , variance (accounting) , event (particle physics) , bounded function , range (aeronautics) , reduction (mathematics) , mathematical optimization , data mining , mathematics , monte carlo method , simulation , statistics , engineering , mathematical analysis , philosophy , physics , geometry , accounting , epistemology , combinatorics , quantum mechanics , business , aerospace engineering

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