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Central limit theorem for adaptive multilevel splitting estimators in an idealized setting. (English) Zbl 1356.65029

Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 245-260 (2016).
MSC:  65C60 65C05 62G32 60F05 62G15
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