Multilevel branching and splitting algorithm for estimating rare event probabilities

Agnès Lagnoux, Pascal Lezaud. Multilevel branching and splitting algorithm for estimating rare event probabilities. Simulation Modelling Practice and Theory, 72:150-167, 2017. [doi]

@article{LagnouxL17,
  title = {Multilevel branching and splitting algorithm for estimating rare event probabilities},
  author = {Agnès Lagnoux and Pascal Lezaud},
  year = {2017},
  doi = {10.1016/j.simpat.2016.12.009},
  url = {http://dx.doi.org/10.1016/j.simpat.2016.12.009},
  researchr = {https://researchr.org/publication/LagnouxL17},
  cites = {0},
  citedby = {0},
  journal = {Simulation Modelling Practice and Theory},
  volume = {72},
  pages = {150-167},
}