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Rare event simulation using Monte Carlo methods /
In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information pro...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, U.K. :
Wiley,
2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction to rare event simulation / Gerardo Rubino and Bruno Tuffin
- Importance sampling in rare event simulation / Pierre L'Ecuyer, Michel Mandjes and Bruno Tuffin
- Splitting techniques / Pierre L'Ecuyer [and others]
- Robustness properties and confidence interval reliability issues / Peter W. Glynn, Gerardo Rubino and Bruno Tuffin
- Rare event simulation for queues / José Blanchet and Michel Mandjes
- Markovian models for dependability analysis / Gerardo Rubino and Bruno Tuffin
- Rare event analysis by Monte Carlo techniques in static models / Héctor Cancela, Mohamed El Khadiri and Gerardo Rubino
- Rare event simulation and counting problems / José Blanchet and Daniel Rudoy
- Rare event estimation for a large-scale stochastic hybrid system with air traffic application / Henk A.P. Blom, G.J. (Bert) Bakker and Jaroslav Krystul
- Particle transport applications / Thomas Booth
- Rare event simulation methodologies in systems biology / Werner Sandmann.