Adaptive multilevel splitting for rare event analysis

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HAL Id: inria-00070307

https://hal.inria.fr/inria-00070307

Submitted on 19 May 2006

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Adaptive multilevel splitting for rare event analysis

Frédéric Cérou, Arnaud Guyader

To cite this version:

Frédéric Cérou, Arnaud Guyader. Adaptive multilevel splitting for rare event analysis. [Research Report] RR-5710, INRIA. 2005, pp.27. �inria-00070307�

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a p p o r t

d e r e c h e r c h e

Thème NUM

Adaptive multilevel splitting for rare event analysis

Frédéric Cérou — Arnaud Guyader

N° 5710

October 2005

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