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The “weighted ensemble” path sampling method is statistically exact for a broad class of stochastic processes and binning procedures
The “weighted ensemble” method, introduced by Huber and Kim [Biophys. J. 70, 97 (1996)], is one of a handful of rigorous approaches to path sampling of rare events. Expanding earlier discussions, we show that the technique is statistically exact for a wide class of Markovian and non-Markovian dynamics. The derivation …