RESTART is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of retrials (or paths) are made when the process reaches certain thresholds of a function of the system state, called the importance function. In...

RESTART is an accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. These regions are...