Rare Event Simulation using Monte Carlo Methods

Name: Rare Event Simulation using Monte Carlo Methods
Brand: John Wiley & Sons Inc
SKU: 9780470772690
Price: 651.4 RON
Availability: InStock

Autor: Gerardo Rubino

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Legare: Copertă tare

Editura: John Wiley & Sons Inc

Disponibilitate: În depozitul extern

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In a probabilistic model, a rare event is an event with a very small probability of occurrence. The...

Informații despre carte

Autor

Gerardo Rubino

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2009

Pagini

278

EAN

9780470772690

ISBN

0470772697

Enbook ID

04885724

Editura

John Wiley & Sons Inc

Greutate

534

Dimensiuni

165 x 240 x 20

Descriere completă

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.

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