Read Rare Event Simulation Using Monte Carlo Methods

Rare Event Simulation Using Monte Carlo Methods

Unknown Author

4.9/5 (15785 ratings)

Description: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 processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue.Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics.Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Rare Event Simulation Using Monte Carlo Methods. To get started finding Rare Event Simulation Using Monte Carlo Methods, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 268

Format: PDF, EPUB & Kindle Edition

Publisher: John Wiley & Sons

Release: 2010

ISBN: 1282123645

Description: 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 processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue.Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics.Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Rare Event Simulation Using Monte Carlo Methods. To get started finding Rare Event Simulation Using Monte Carlo Methods, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

Rare Event Simulation Using Monte Carlo Methods

Rare Event Simulation Using Monte Carlo Methods

More Books

Stochastic Simulation Optimization

Stochastic Simulation Optimization

Risk and Crisis Communication During the COVID-19 Pandemic

Risk and Crisis Communication During the COVID-19 Pandemic

Introduction to Rare Event Simulation

Introduction to Rare Event Simulation

Advances in Artificial Intelligence

Advances in Artificial Intelligence

Measuring Immunity

Measuring Immunity

Biometrika

Biometrika

The United Editors Perpetual Encyclopedia

The United Editors Perpetual Encyclopedia

A System of Medicine

A System of Medicine

British Medical Journal

British Medical Journal