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 |
