{"id":"https://openalex.org/W1981604164","doi":"https://doi.org/10.1007/s10100-008-0068-9","title":"Rare event probabilities in stochastic networks","display_name":"Rare event probabilities in stochastic networks","publication_year":2008,"publication_date":"2008-06-17","ids":{"openalex":"https://openalex.org/W1981604164","doi":"https://doi.org/10.1007/s10100-008-0068-9","mag":"1981604164"},"language":"en","primary_location":{"id":"doi:10.1007/s10100-008-0068-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10100-008-0068-9","pdf_url":null,"source":{"id":"https://openalex.org/S161053114","display_name":"Central European Journal of Operations Research","issn_l":"1435-246X","issn":["1435-246X","1613-9178"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Central European Journal of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110300843","display_name":"A. A. Gouda","orcid":null},"institutions":[{"id":"https://openalex.org/I29770179","display_name":"Budapest University of Technology and Economics","ror":"https://ror.org/02w42ss30","country_code":"HU","type":"education","lineage":["https://openalex.org/I29770179"]}],"countries":["HU"],"is_corresponding":false,"raw_author_name":"A. A. Gouda","raw_affiliation_strings":["Institute of Mathematics, Budapest University of Technology and Economics, M\u0171egyetem rkp. 3\u20139. H \u00e9p. IV. em.42, 1111, Budapest, Hungary","Budapest Univ. of Technology & Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Mathematics, Budapest University of Technology and Economics, M\u0171egyetem rkp. 3\u20139. H \u00e9p. IV. em.42, 1111, Budapest, Hungary","institution_ids":["https://openalex.org/I29770179"]},{"raw_affiliation_string":"Budapest Univ. of Technology & Economics","institution_ids":["https://openalex.org/I29770179"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078790736","display_name":"Tam\u00e1s Sz\u00e1ntai","orcid":null},"institutions":[{"id":"https://openalex.org/I29770179","display_name":"Budapest University of Technology and Economics","ror":"https://ror.org/02w42ss30","country_code":"HU","type":"education","lineage":["https://openalex.org/I29770179"]}],"countries":["HU"],"is_corresponding":true,"raw_author_name":"T. Sz\u00e1ntai","raw_affiliation_strings":["Institute of Mathematics, Budapest University of Technology and Economics, M\u0171egyetem rkp. 3\u20139. H \u00e9p. IV. em.42, 1111, Budapest, Hungary","Budapest Univ. of Technology & Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Mathematics, Budapest University of Technology and Economics, M\u0171egyetem rkp. 3\u20139. H \u00e9p. IV. em.42, 1111, Budapest, Hungary","institution_ids":["https://openalex.org/I29770179"]},{"raw_affiliation_string":"Budapest Univ. of Technology & Economics","institution_ids":["https://openalex.org/I29770179"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078790736"],"corresponding_institution_ids":["https://openalex.org/I29770179"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.11153617,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"16","issue":"4","first_page":"441","last_page":"461"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9923999905586243,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9905999898910522,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.8624097108840942},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7339147329330444},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.5806216597557068},{"id":"https://openalex.org/keywords/rare-events","display_name":"Rare events","score":0.5683879852294922},{"id":"https://openalex.org/keywords/control-variates","display_name":"Control variates","score":0.5392293930053711},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.539136528968811},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.5042816400527954},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.46501997113227844},{"id":"https://openalex.org/keywords/cross-entropy-method","display_name":"Cross-entropy method","score":0.4612748622894287},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.44283273816108704},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.41659778356552124},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3889303207397461},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3764825463294983},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.32754161953926086},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.23678690195083618},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.2360251247882843},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.07867801189422607}],"concepts":[{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.8624097108840942},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7339147329330444},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.5806216597557068},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.5683879852294922},{"id":"https://openalex.org/C121683094","wikidata":"https://www.wikidata.org/wiki/Q3554721","display_name":"Control variates","level":5,"score":0.5392293930053711},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.539136528968811},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.5042816400527954},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.46501997113227844},{"id":"https://openalex.org/C75782508","wikidata":"https://www.wikidata.org/wiki/Q3333633","display_name":"Cross-entropy method","level":4,"score":0.4612748622894287},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.44283273816108704},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.41659778356552124},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3889303207397461},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3764825463294983},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.32754161953926086},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.23678690195083618},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.2360251247882843},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.07867801189422607},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C98036226","wikidata":"https://www.wikidata.org/wiki/Q7268356","display_name":"Quadratic assignment problem","level":3,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10100-008-0068-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10100-008-0068-9","pdf_url":null,"source":{"id":"https://openalex.org/S161053114","display_name":"Central European Journal of Operations Research","issn_l":"1435-246X","issn":["1435-246X","1613-9178"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Central European Journal of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:cejnor:v:16:y:2008:i:4:p:441-461","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10100-008-0068-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W6420547","https://openalex.org/W25288802","https://openalex.org/W43010602","https://openalex.org/W102553210","https://openalex.org/W104364161","https://openalex.org/W650854417","https://openalex.org/W1480668222","https://openalex.org/W1505324634","https://openalex.org/W1562357886","https://openalex.org/W1577352482","https://openalex.org/W1985658808","https://openalex.org/W2003467109","https://openalex.org/W2014208555","https://openalex.org/W2049266538","https://openalex.org/W2089739565","https://openalex.org/W2100797305","https://openalex.org/W2117853077","https://openalex.org/W2119879106","https://openalex.org/W2128258795","https://openalex.org/W2132083787","https://openalex.org/W2136428061","https://openalex.org/W2160839438","https://openalex.org/W2164777412","https://openalex.org/W2312632652","https://openalex.org/W2591922953","https://openalex.org/W2798344481","https://openalex.org/W3015979496","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2057407087","https://openalex.org/W160467666","https://openalex.org/W2387727280","https://openalex.org/W2168027844","https://openalex.org/W2313927419","https://openalex.org/W4238545978","https://openalex.org/W2102034078","https://openalex.org/W2092770124","https://openalex.org/W2372826038","https://openalex.org/W363903320"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}