A large deviations perspective on the efficiency of multilevel splitting. (English) Zbl 0957.68005
MSC:
68M10 | Network design and communication in computer systems |
65C05 | Monte Carlo methods |
90B18 | Communication networks in operations research |
68M10 | Network design and communication in computer systems |
65C05 | Monte Carlo methods |
90B18 | Communication networks in operations research |