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Titolo: | Rare event simulation using Monte Carlo methods [[electronic resource] /] / edited by Gerardo Rubino and Bruno Tuffin |
Pubblicazione: | Chichester, U.K., : Wiley, 2009 |
Descrizione fisica: | 1 online resource (280 p.) |
Disciplina: | 519.2 |
Soggetto topico: | Limit theorems (Probability theory) |
Monte Carlo method | |
System analysis - Data processing | |
Digital computer simulation | |
Altri autori: | RubinoGerardo <1955-> TuffinBruno |
Note generali: | Includes index. |
Nota di contenuto: | 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 | |
Sommario/riassunto: | 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 s |
Titolo autorizzato: | Rare event simulation using Monte Carlo methods |
ISBN: | 1-282-12364-5 |
9786612123641 | |
0-470-74540-1 | |
0-470-74541-X | |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910817556003321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |