Items related to Rare Event Simulation using Monte Carlo Methods
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Gerardo Rubino, Research Director, the Institute of Computer Science and Random Systems Research (INRIA) INRIA Rennes - Bretagne Atlantique Research Centre Campus universitaire de Beaulieu.
Bruno Tuffin, Research Associate, the INRIA IRISA/INRIA.
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date2009
- ISBN 10 0470772697
- ISBN 13 9780470772690
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages288
- EditorRubino Gerardo, Tuffin Bruno
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Rare Event Simulation using Monte Carlo Methods (Hardcover)
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ISBN 13: 9780470772690
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Hardcover. Condition: new. Hardcover. Rare Event Simulation 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. This book provides a theoretical and implementational guide to rare events for various readers, from postgraduates to engineers, economists, mathematicians, researchers and indeed any person involved or interested in design and simulation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780470772690
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Rare Event Simulation using Monte Carlo Methods (Hardcover)
Published by
John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470772697
ISBN 13: 9780470772690
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Hardcover. Condition: new. Hardcover. Rare Event Simulation 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. This book provides a theoretical and implementational guide to rare events for various readers, from postgraduates to engineers, economists, mathematicians, researchers and indeed any person involved or interested in design and simulation. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780470772690
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Rare Event Simulation using Monte Carlo Methods (Hardcover)
Published by
John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470772697
ISBN 13: 9780470772690
New
Hardcover
First Edition
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Hardcover. Condition: new. Hardcover. Rare Event Simulation 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. This book provides a theoretical and implementational guide to rare events for various readers, from postgraduates to engineers, economists, mathematicians, researchers and indeed any person involved or interested in design and simulation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780470772690
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