UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
43.1 42.2 42.1 41.2 41.1 40.2 40.1
39.2 39.1 38.2 38.1 37.2 37.1 36.2
36.1 35.2 35.1 34.2 34.1 33.2 33.1
32.2 32.1 31.2 31.1 30.2 30.1 29.2
29.1 28.2 28.1 27.2 27.1 26.2 26.1
25.2 25.1 24.2 24.1 23.2 23.1 22.2
22.1 21.2 21.1 20.2 20.1 19.2 19.1
18.2 18.1 17.2 17.1 16.2 16.1 15
14.2 14.1 13.2 13.1 12.2 12.1 11.2
11.1 10.2 10.1 9.2 9.1 8 7.2
7.1 6.2 6.1 5.2 5.1 4.2 4.1
3.2 3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 23, Fasc. 2,
pages 293 - 304
 

A NOTE ON IMPORTANCE SAMPLING SIMULATION FOR A GERM-GRAIN MODEL

Zbigniew Palmowski

Abstract: In this paper we demonstrate how to use the importance sampling method to simulate rare events in a germ-grain model. We analyze conditions under which two germ-grain models are mutually absolutely continuous. We also find the likelihood set process. We apply these results in simulating the probability that the radius of the occupied component of the origin in continuous percolation is greater than some R. This method is based on the reduction of the variance of estimator.

2000 AMS Mathematics Subject Classification: Primary 60D05, 62M05; Secondary 60K35, 82B43, 62M30.

Key words and phrases: Germ-grain model, Poisson process, change of measure, likelihood process, stopping set.

Download:    Abstract    Full text   Abstract + References