Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities
نویسندگان
چکیده
The consistency of the estimator is obtained by a direct application of the the Law of Large Numbers (LLN) as ξ is bounded. The total probability
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for the manuscript " Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities "
In the context of structural reliability, a small probability to be assessed, a high computational time model and a relatively large input dimension are typical constraints which brought together lead to an interesting challenge. Indeed, in this framework many existing stochastic methods fail in estimating the failure probability with robustness. Therefore, the aim of this article is to present...
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عنوان ژورنال:
- Statistics and Computing
دوره 22 شماره
صفحات -
تاریخ انتشار 2012