Rare event simulation for steady-state probabilities via recurrency cycles

Krzysztof Bisewski, Daan Crommelin, Michel Mandjes

Open source

DOI: 10.1063/1.5080296
Published: 2019-03-01
Container: Chaos: An Interdisciplinary Journal of Nonlinear Science
Publisher: AIP Publishing
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1063/1.5080296,
  title = {Rare event simulation for steady-state probabilities via recurrency cycles},
  author = {Krzysztof Bisewski and Daan Crommelin and Michel Mandjes},
  year = {2019},
  journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science},
  doi = {10.1063/1.5080296},
  url = {https://doi.org/10.1063/1.5080296}
}

RIS

TY  - JOUR
TI  - Rare event simulation for steady-state probabilities via recurrency cycles
AU  - Krzysztof Bisewski
AU  - Daan Crommelin
AU  - Michel Mandjes
PY  - 2019
JO  - Chaos: An Interdisciplinary Journal of Nonlinear Science
DO  - 10.1063/1.5080296
UR  - https://doi.org/10.1063/1.5080296
ER  -

APA

Bisewski, K., Crommelin, D., & Mandjes, M. (2019). Rare event simulation for steady-state probabilities via recurrency cycles. Chaos: An Interdisciplinary Journal of Nonlinear Science. https://doi.org/10.1063/1.5080296

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crossref · retrieved 2026-11-10T06:34:11.398Z