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A subsolutions approach to the analysis and implementation of splitting algorithms in rare event simulation.

Thesis (Ph.D.)--Brown University, 2008. / Advisor: P. G. Dupuis. Includes bibliographical references (leaves 172-174).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/549751826
Date January 2008
CreatorsDean, Thomas Anthony.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract/electronic edition; access limited to Brown University users

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