Path Properties of Rare Events
Simulation of rare events can be costly with respect to time and computational resources. For certain processes it may be more efficient to begin at the rare event and simulate a kind of reversal of the process. This approach is particularly well suited to reversible Markov processes, but holds much...
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| Language: | en |
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Université d'Ottawa / University of Ottawa
2015
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| Online Access: | http://hdl.handle.net/10393/31948 http://dx.doi.org/10.20381/ruor-2708 |