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Record Nr. |
UNINA9910817556003321 |
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Titolo |
Rare event simulation using Monte Carlo methods / / edited by Gerardo Rubino and Bruno Tuffin |
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Pubbl/distr/stampa |
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Chichester, U.K., : Wiley, 2009 |
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ISBN |
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1-282-12364-5 |
9786612123641 |
0-470-74540-1 |
0-470-74541-X |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (280 p.) |
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Altri autori (Persone) |
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RubinoGerardo <1955-> |
TuffinBruno |
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Disciplina |
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Soggetti |
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Limit theorems (Probability theory) |
Monte Carlo method |
System analysis - Data processing |
Digital computer simulation |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Rare Event Simulation using Monte Carlo Methods; Contents; Contributors; Preface; 1 Introduction to Rare Event Simulation; PART I THEORY; 2 Importance Sampling in Rare Event Simulation; 3 Splitting Techniques; 4 Robustness Properties and Con.dence Interval Reliability Issues; PART II APPLICATIONS; 5 Rare Event Simulation for Queues; 6 Markovian Models for Dependability Analysis; 7 Rare Event Analysis by Monte Carlo Techniques in Static Models; 8 Rare Event Simulation and Counting Problems; 9 Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application |
10 Particle Transport Applications11 Rare Event Simulation Methodologies in Systems Biology; Index |
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Sommario/riassunto |
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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 |
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