{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,4,30]],"date-time":"2025-04-30T04:23:15Z","timestamp":1745986995421,"version":"3.40.4"},"reference-count":20,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2013,2,28]],"date-time":"2013-02-28T00:00:00Z","timestamp":1362009600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Queueing Syst"],"published-print":{"date-parts":[[2013,4]]},"DOI":"10.1007\/s11134-013-9344-z","type":"journal-article","created":{"date-parts":[[2013,2,27]],"date-time":"2013-02-27T06:17:40Z","timestamp":1361945860000},"page":"345-406","source":"Crossref","is-referenced-by-count":1,"title":["Analysis of an interacting particle method for rare event estimation"],"prefix":"10.1007","volume":"73","author":[{"given":"Yi","family":"Cai","sequence":"first","affiliation":[]},{"given":"Paul","family":"Dupuis","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2013,2,28]]},"reference":[{"key":"9344_CR1","volume-title":"Probability Theory","author":"L Breiman","year":"1968","unstructured":"Breiman, L.: Probability Theory. Addison-Wesley, Reading, MA (1968)"},{"key":"9344_CR2","doi-asserted-by":"crossref","first-page":"562","DOI":"10.1016\/j.spa.2008.02.017","volume":"119","author":"T Dean","year":"2009","unstructured":"Dean, T., Dupuis, P.: Splitting for rare event simulation: a large deviations approach to design and analysis. Stoch. Proc. Appl. 119, 562\u2013587 (2009)","journal-title":"Stoch. Proc. Appl."},{"key":"9344_CR3","doi-asserted-by":"crossref","first-page":"63","DOI":"10.1007\/s10479-009-0664-7","volume":"189","author":"T Dean","year":"2011","unstructured":"Dean, T., Dupuis, P.: The design and analysis of a generalized RESTART\/DPR algorithm for rare event simulation. Ann. Oper. Res. 189, 63\u2013102 (2011)","journal-title":"Ann. Oper. Res."},{"key":"9344_CR4","doi-asserted-by":"crossref","first-page":"2496","DOI":"10.1214\/105051605000000566","volume":"15","author":"P Moral Del","year":"2005","unstructured":"Del Moral, P., Garnier, J.: Genealogical particle analysis of rare events. Ann. Appl. Probab. 15, 2496\u20132534 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"9344_CR5","doi-asserted-by":"crossref","unstructured":"Del Moral, P., Lezaud, P.: Branching and interacting particle interpretations of rare event probabilities. In: Blom, H.A.P., Lygeros, J. (eds.) Stochastic Hybrid Systems. Lecture Notes in Control and Information Science, vol. 337. Springer, Berlin (2006)","DOI":"10.1007\/11587392_9"},{"key":"9344_CR6","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1002\/cpa.3160280102","volume":"28","author":"MD Donsker","year":"1975","unstructured":"Donsker, M.D., Varadhan, S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time, I. Commun. Pure Appl. Math. 28, 1\u201347 (1975)","journal-title":"Commun. Pure Appl. Math."},{"key":"9344_CR7","doi-asserted-by":"crossref","first-page":"279","DOI":"10.1002\/cpa.3160280206","volume":"28","author":"MD Donsker","year":"1975","unstructured":"Donsker, M.D., Varadhan, S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time, II. Commun. Pure Appl. Math. 28, 279\u2013301 (1975)","journal-title":"Commun. Pure Appl. Math."},{"key":"9344_CR8","doi-asserted-by":"crossref","DOI":"10.1002\/9781118165904","volume-title":"A Weak Convergence Approach to the Theory of Large Deviations","author":"P Dupuis","year":"1997","unstructured":"Dupuis, P., Ellis, R.S.: A Weak Convergence Approach to the Theory of Large Deviations. Wiley, New York (1997)"},{"key":"9344_CR9","doi-asserted-by":"crossref","first-page":"249","DOI":"10.1016\/0304-4149(95)00084-4","volume":"61","author":"P Dupuis","year":"1996","unstructured":"Dupuis, P., Zeitouni, O.: A nonstandard form of the rate function for the occupation measure of a Markov chain. Stoch. Proc. Appl. 61, 249\u2013261 (1996)","journal-title":"Stoch. Proc. Appl."},{"key":"9344_CR10","unstructured":"Garvels, M.J.J.: The splitting method in rare event simulation. PhD thesis, University of Twente, The Netherlands (2000)"},{"key":"9344_CR11","doi-asserted-by":"crossref","DOI":"10.1109\/WSC.1998.745040","volume-title":"A Comparison of RESTART Implementation","author":"MJJ Garvels","year":"1998","unstructured":"Garvels, M.J.J., Kroese, D.P.: A Comparison of RESTART Implementation. IEEE, Washington, DC (1998)"},{"key":"9344_CR12","doi-asserted-by":"crossref","first-page":"1666","DOI":"10.1109\/9.736061","volume":"43","author":"P Glasserman","year":"1998","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., Zajic, T.: A large deviations perspective on the efficiency of multilevel splitting. IEEE Trans. Autom. Control 43, 1666\u20131679 (1998)","journal-title":"IEEE Trans. Autom. Control"},{"key":"9344_CR13","doi-asserted-by":"crossref","first-page":"585","DOI":"10.1287\/opre.47.4.585","volume":"47","author":"P Glasserman","year":"1999","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., Zajic, T.: Multilevel splitting for estimating rare event probabilities. Oper. Res. 47, 585\u2013600 (1999)","journal-title":"Oper. Res."},{"key":"9344_CR14","doi-asserted-by":"crossref","first-page":"105","DOI":"10.1145\/333296.333349","volume":"9","author":"Z Haraszti","year":"1999","unstructured":"Haraszti, Z., Townsend, J.K.: The theory of direct probability redistribution and its application to rare event simulation. ACM Trans. Model. Comput. Simul. 9, 105\u2013140 (1999)","journal-title":"ACM Trans. Model. Comput. Simul."},{"key":"9344_CR15","first-page":"27","volume":"12","author":"H Kahn","year":"1951","unstructured":"Kahn, H., Harris, T.E.: Estimation of particle transmission by random sampling. Natl. Bur. Stand. Appl. Math. Ser. 12, 27\u201330 (1951)","journal-title":"Natl. Bur. Stand. Appl. Math. Ser."},{"key":"9344_CR16","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-4482-0","volume-title":"Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, Vol. 3 of Systems and Control","author":"HJ Kushner","year":"1990","unstructured":"Kushner, H.J.: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, Vol. 3 of Systems and Control. Birkhaeuser, Boston (1990)"},{"key":"9344_CR17","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511626630","volume-title":"Markov Chains and Stochastic Stability","author":"SP Meyn","year":"2009","unstructured":"Meyn, S.P., Tweedie, R.L.: Markov Chains and Stochastic Stability, 2nd edn. Cambridge University Press, New York (2009)","edition":"2"},{"key":"9344_CR18","unstructured":"Villen-Altamirano, M., Villen-Altamirano, J.: RESTART: A method for accelerating rare event simulations. In: Proceedings of the 13th Iternational Teletraffic Congress, Queueing, Performance and Control in ATM, Elsevier, Amsterdam, pp. 71\u201376 (1991)"},{"key":"9344_CR19","doi-asserted-by":"crossref","unstructured":"Villen-Altamirano, M., Villen-Altamirano, J.: RESTART: a straightforward method for fast simulation of rare events. In: Proceedings of the 1994 Winter Simulation Conference, pp. 282\u2013289 (1994)","DOI":"10.1109\/WSC.1994.717150"},{"key":"9344_CR20","doi-asserted-by":"crossref","first-page":"373","DOI":"10.1002\/ett.4460130409","volume":"13","author":"M Villen-Altamirano","year":"2002","unstructured":"Villen-Altamirano, M., Villen-Altamirano, J.: Analysis of RESTART simulation: theoretical basis and sensitivity study. Eur. Trans. Telecommu. 13, 373\u2013385 (2002)","journal-title":"Eur. Trans. Telecommu."}],"container-title":["Queueing Systems"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-013-9344-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11134-013-9344-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-013-9344-z","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,4,29]],"date-time":"2025-04-29T22:16:06Z","timestamp":1745964966000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11134-013-9344-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,2,28]]},"references-count":20,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2013,4]]}},"alternative-id":["9344"],"URL":"https:\/\/doi.org\/10.1007\/s11134-013-9344-z","relation":{},"ISSN":["0257-0130","1572-9443"],"issn-type":[{"type":"print","value":"0257-0130"},{"type":"electronic","value":"1572-9443"}],"subject":[],"published":{"date-parts":[[2013,2,28]]}}}