Introduction to rare event analysis using Monte Carlo - Inria - Institut national de recherche en sciences et technologies du numérique
Conference Papers Year : 2018

Introduction to rare event analysis using Monte Carlo

Gerardo Rubino
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Dependability Interoperability and perfOrmance aNalYsiS Of networkS

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Modeling and Simulation Mathematics [math] Statistics [math.ST]
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https://inria.hal.science/hal-01962931

Submitted on : Friday, December 21, 2018-12:03:34 AM

Last modification on : Monday, April 22, 2024-3:37:56 PM

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hal-01962931 , version 1 (21-12-2018)

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  • HAL Id : hal-01962931 , version 1

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Gerardo Rubino. Introduction to rare event analysis using Monte Carlo. MCQMC 2018- 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, Jul 2018, Rennes, France. pp.1-88. ⟨hal-01962931⟩

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