Rare Event Simulation Using Monte Carlo Methods

Language: English

Published by Wiley Mai 2009, 2009

0470772697 / 9780470772690

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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.…

Seller Inventory # 9780470772690

Title
Rare Event Simulation Using Monte Carlo Methods
Author
Bruno Tuffin
Publisher
Wiley Mai 2009
Publication year
2009
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0470772697
ISBN 13
9780470772690
Item weight
529 grams
Dimensions
240x161x20 mm

AHA-BUCH GmbH

Einbeck, Germany

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