Computing return times or return periods with rare event algorithms

Lestang, T; Ragone, F; Brehier, CE; Herbert, C; Bouchet, F

Lestang, T (reprint author), Univ Claude Bernard, Univ Lyon, ENS Lyon, CNRS,Lab Phys, F-69342 Lyon, France.; Lestang, T (reprint author), Univ Claude Bernard, Univ Lyon, Ecole Cent Lyon, CNRS,Lab Mecan Fluides & Acoust, F-69134 Ecully, France.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2018; ():

Abstract

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for pra......

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