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Estimation of rare event probabilities in complex aerospace and other systems : a practical approach /
Comprehensive and insightful, this valuable resource offers a broad up-to-date view of techniques to estimate rare event probabilities, described with a unified notation to ease implementation plus a spectrum of simulation results on academic and realistic use cases. --
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Woodhead Publishing is an imprint of Elsevier,
[2016]
|
| Colección: | Woodhead Publishing in mechanical engineering ;
no. 720. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Morio, J�er�ome, |d 1983- |e author. | |
| 245 | 1 | 0 | |a Estimation of rare event probabilities in complex aerospace and other systems : |b a practical approach / |c J�er�ome Morio and Mathieu Balesdent. |
| 264 | 1 | |a Amsterdam : |b Woodhead Publishing is an imprint of Elsevier, |c [2016] | |
| 264 | 4 | |c �2016 | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Woodhead publishing in mechanical engineering ; |v number 720 | |
| 588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed November 25, 2015) | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Front Cover; Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach; Copyright; Dedication; Contents; Preface; Foreword; Biography of the external contributors to this book; Abbreviations; Chapter 1: Introduction to rare event probability estimation; 1.1 The book purposes; 1.2 What are the events of interest considered in this book?; 1.3 The book organization; References; Part One: Essential Background in Mathematics and System Analysis; Chapter 2: Basics of probability and statistics; 2.1 Probability theory operators; 2.1.1 Elements of vocabulary | |
| 505 | 8 | |a 2.1.2 Notion of dependence of random events andconditional probabilities 2.1.3 Continuous random variables; 2.1.3.1 Definitions; 2.1.3.2 Parameters of continuous random variables; 2.1.4 Continuous multivariate random variables; 2.1.4.1 Definitions and theorems; 2.1.4.2 Dependence of multivariate random variables ; 2.1.5 Point estimation ; 2.2 Random variable modeling; 2.2.1 Overview of common probability distributions; 2.2.1.1 Univariate distributions; Uniform distribution; Exponential distribution; Gaussian distribution; Truncated Gaussian distribution; Log-normal distribution | |
| 505 | 8 | |a Cauchy distributionChi-squared distribution; Gamma and beta distributions; Laplace distribution; Some properties of univariate distributions; 2.2.1.2 Multivariate distributions; Multivariate normal distribution; 2.2.2 Kernel-based laws; 2.3 Convergence theorems and sampling algorithms; 2.3.1 Strong law of large numbers ; 2.3.2 Central limit theorem ; 2.3.3 Simulation of complex laws using the Metropolis-Hastings algorithm; 2.3.3.1 Markov chain; 2.3.3.2 Some properties of transition kernels; 2.3.3.3 The Metropolis-Hastings algorithm ; 2.3.3.4 Transformation of random variables; References | |
| 505 | 8 | |a Chapter 3: The formalism of rare event probability estimation in complex systems3.1 Input-output system; 3.1.1 Description; 3.1.2 Formalism; 3.2 Time-variant system; 3.2.1 Description; 3.2.2 Formalism; 3.3 Characterization of a probability estimation; References; Part Two: Practical Overview of the Main Rare Event EstimationTechniques; Chapter 4: Introduction; 4.1 Categories of estimation methods; 4.2 General notations; 4.3 Description of the toy cases; 4.3.1 Identity function; 4.3.2 Polynomial square root function; 4.3.3 Four-branch system; 4.3.4 Polynomial product function; References | |
| 505 | 8 | |a Chapter 5: Simulation techniques5.1 Crude Monte Carlo; 5.1.1 Principle; 5.1.2 Application on a toy case; Four-branch system; 5.1.3 Conclusion; 5.2 Simple variance reduction techniques; 5.2.1 Quasi-Monte Carlo; 5.2.2 Conditional Monte Carlo; 5.2.2.1 Principle; 5.2.2.2 Conclusion; 5.2.3 Control variates; 5.2.3.1 Principle; 5.2.3.2 Application on a toy case; Four-branch system; 5.2.3.3 Conclusion; 5.2.4 Antithetic variates; 5.2.4.1 Principle; 5.2.4.2 Application to a toy case; Identity function; 5.2.4.3 Conclusion; 5.3 Importance sampling; 5.3.1 Principle of importance sampling | |
| 520 | |a Comprehensive and insightful, this valuable resource offers a broad up-to-date view of techniques to estimate rare event probabilities, described with a unified notation to ease implementation plus a spectrum of simulation results on academic and realistic use cases. -- |c Edited summary from book. | ||
| 650 | 0 | |a Engineering |x Statistical methods. | |
| 650 | 0 | |a Engineering mathematics. | |
| 650 | 0 | |a Aerospace engineering. | |
| 650 | 0 | |a Reliability (Engineering) | |
| 650 | 6 | |a Ing�enierie |x M�ethodes statistiques. |0 (CaQQLa)201-0022660 | |
| 650 | 6 | |a Math�ematiques de l'ing�enieur. |0 (CaQQLa)201-0021991 | |
| 650 | 6 | |a A�erospatiale (Ing�enierie) |0 (CaQQLa)201-0277933 | |
| 650 | 6 | |a Fiabilit�e. |0 (CaQQLa)201-0026464 | |
| 650 | 7 | |a aerospace engineering. |2 aat |0 (CStmoGRI)aat300054478 | |
| 650 | 7 | |a aeronautical engineering. |2 aat |0 (CStmoGRI)aat300162449 | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Aerospace engineering. |2 fast |0 (OCoLC)fst00798623 | |
| 650 | 7 | |a Engineering mathematics. |2 fast |0 (OCoLC)fst00910601 | |
| 650 | 7 | |a Engineering |x Statistical methods. |2 fast |0 (OCoLC)fst00910415 | |
| 650 | 7 | |a Reliability (Engineering) |2 fast |0 (OCoLC)fst01093646 | |
| 650 | 7 | |a Probabilitats. |2 lemac | |
| 650 | 7 | |a Enginyeria industrial |x �Mtodes esta�dstics. |2 lemac | |
| 700 | 1 | |a Balesdent, Mathieu, |d 1985- |e author. | |
| 776 | 0 | 8 | |c Original |z 9780081000915 |z 008100091X |w (OCoLC)907204598 |
| 830 | 0 | |a Woodhead Publishing in mechanical engineering ; |v no. 720. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780081000915 |z Texto completo |