03182nam 2200649 a 450 991014613340332120200520144314.01-282-12364-597866121236410-470-74540-10-470-74541-X(CKB)1000000000719724(EBL)427973(OCoLC)476271785(SSID)ssj0000354715(PQKBManifestationID)11925309(PQKBTitleCode)TC0000354715(PQKBWorkID)10315916(PQKB)11646038(MiAaPQ)EBC427973(Au-PeEL)EBL427973(CaPaEBR)ebr10345880(CaONFJC)MIL212364(PPN)185060676(EXLCZ)99100000000071972420090202d2009 uy 0engur|n|---|||||txtccrRare event simulation using Monte Carlo methods[electronic resource] /edited by Gerardo Rubino and Bruno TuffinChichester, U.K. Wiley20091 online resource (280 p.)Includes index.0-470-77269-7 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 Application10 Particle Transport Applications11 Rare Event Simulation Methodologies in Systems Biology; IndexIn 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 sLimit theorems (Probability theory)Monte Carlo methodSystem analysisData processingDigital computer simulationLimit theorems (Probability theory)Monte Carlo method.System analysisData processing.Digital computer simulation.519.2Rubino Gerardo1955-957231Tuffin Bruno957232MiAaPQMiAaPQMiAaPQBOOK9910146133403321Rare event simulation using Monte Carlo methods2168376UNINA