Probabilistic bounded relative error property for learning rare event simulation techniques

Ad Ridder; Bruno Tuffin

Year of publication:	2012
Authors:	Ridder, Ad ; Tuffin, Bruno
Publisher:	Rotterdam
Subject:	Rare-event probability \| Cross-entropy method \| Markov chains \| Probabilistic robustness properties \| Wahrscheinlichkeitsrechnung \| Probability theory \| Entropie \| Entropy \| Markov-Kette \| Markov chain \| Robustes Verfahren \| Robust statistics \| Theorie \| Theory

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