LEADER 03180nam 2200649 a 450 001 9910817556003321 005 20200520144314.0 010 $a1-282-12364-5 010 $a9786612123641 010 $a0-470-74540-1 010 $a0-470-74541-X 035 $a(CKB)1000000000719724 035 $a(EBL)427973 035 $a(OCoLC)476271785 035 $a(SSID)ssj0000354715 035 $a(PQKBManifestationID)11925309 035 $a(PQKBTitleCode)TC0000354715 035 $a(PQKBWorkID)10315916 035 $a(PQKB)11646038 035 $a(MiAaPQ)EBC427973 035 $a(Au-PeEL)EBL427973 035 $a(CaPaEBR)ebr10345880 035 $a(CaONFJC)MIL212364 035 $a(PPN)185060676 035 $a(EXLCZ)991000000000719724 100 $a20090202d2009 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aRare event simulation using Monte Carlo methods$b[electronic resource] /$fedited by Gerardo Rubino and Bruno Tuffin 210 $aChichester, U.K. $cWiley$d2009 215 $a1 online resource (280 p.) 300 $aIncludes index. 311 $a0-470-77269-7 327 $aRare 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 327 $a10 Particle Transport Applications11 Rare Event Simulation Methodologies in Systems Biology; Index 330 $aIn 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 s 606 $aLimit theorems (Probability theory) 606 $aMonte Carlo method 606 $aSystem analysis$xData processing 606 $aDigital computer simulation 615 0$aLimit theorems (Probability theory) 615 0$aMonte Carlo method. 615 0$aSystem analysis$xData processing. 615 0$aDigital computer simulation. 676 $a519.2 701 $aRubino$b Gerardo$f1955-$01682361 701 $aTuffin$b Bruno$01682362 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910817556003321 996 $aRare event simulation using Monte Carlo methods$94052413 997 $aUNINA