Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting

Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela. Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. In Ronald Cools, Dirk Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014. Volume 163 of Springer Proceedings in Mathematics and Statistics, pages 245-260, Springer, 2014. [doi]

Abstract

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