Rare event simulation using Monte Carlo methods:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2009
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 268 S. graph. Darst. |
| ISBN: | 9780470772690 |
Internformat
MARC
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|---|---|---|---|
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| 020 | |a 9780470772690 |c cloth |9 978-0-470-77269-0 | ||
| 035 | |a (OCoLC)246887488 | ||
| 035 | |a (DE-599)BVBBV035396162 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
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| 245 | 1 | 0 | |a Rare event simulation using Monte Carlo methods |c ed. by Gerardo Rubino ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Chichester |b Wiley |c 2009 | |
| 300 | |a VIII, 268 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Limit theorems (Probability theory) | |
| 650 | 4 | |a Monte Carlo method | |
| 650 | 4 | |a System analysis |x Data processing | |
| 650 | 4 | |a Digital computer simulation | |
| 650 | 0 | 7 | |a Monte-Carlo-Simulation |0 (DE-588)4240945-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Seltenes Ereignis |0 (DE-588)4425827-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Seltenes Ereignis |0 (DE-588)4425827-6 |D s |
| 689 | 0 | 1 | |a Monte-Carlo-Simulation |0 (DE-588)4240945-7 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Rubino, Gerardo |d 1955- |e Sonstige |0 (DE-588)138015740 |4 oth | |
| 856 | 4 | 2 | |m Digitalisierung UB Passau |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017316880&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017316880 | ||
Datensatz im Suchindex
| _version_ | 1804138821522030592 |
|---|---|
| adam_text | Contributors
vii
Preface
ix
1
Introduction to Rare Event Simulation
1
Gerardo
Rubino
and Bruno
Tuffin
PART I THEORY
15
2
Importance Sampling in Rare Event Simulation
17
Pierre L Ecuyer, Michel
Mandjes
and Bruno Tuffin
3
Splitting Techniques
39
Pierre L Ecuyer,
François Le
Gland, Pascal Lezaud
and Bruno Tuffin
4
Robustness Properties and Confidence Interval Reliability
Issues
63
Peter W. Glynn,
Gerardo
Rubino
and Bruno Tuffin
PART II APPLICATIONS
85
5
Rare Event Simulation for Queues
87
José Blanchet
and Michel
Mandjes
6
Markovian Models for Dependability Analysis
125
Gerardo
Rubino
and Bruno Tuffin
7
Rare Event Analysis by Monte Carlo Techniques in Static Models
145
Héctor Cancela,
Mohamed El Khadiri and
Gerardo
Rubino
8
Rare
Event
Simulation
and Counting Problems
171
José Blanchet and Daniel Rudoy
vi
CONTENTS
9
Rare
Event
Estimation
for a Large-Scale Stochastic Hybrid
System
with Air Traffic
Application
193
Henk
Α. Ρ.
Blom,
G. J.
(Bert) Bakker and
Jaroslav
Krystal
10
Particle Transport Applications
215
Thomas Booth
11
Rare Event Simulation Methodologies in Systems Biology
243
Werner
Sandmann
Index
267
|
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| ctrlnum | (OCoLC)246887488 (DE-599)BVBBV035396162 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV035396162 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:34:17Z |
| institution | BVB |
| isbn | 9780470772690 |
| language | English |
| lccn | 2009004186 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017316880 |
| oclc_num | 246887488 |
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| physical | VIII, 268 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | Wiley |
| record_format | marc |
| spelling | Rare event simulation using Monte Carlo methods ed. by Gerardo Rubino ... 1. publ. Chichester Wiley 2009 VIII, 268 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Datenverarbeitung Limit theorems (Probability theory) Monte Carlo method System analysis Data processing Digital computer simulation Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Seltenes Ereignis (DE-588)4425827-6 gnd rswk-swf Seltenes Ereignis (DE-588)4425827-6 s Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Rubino, Gerardo 1955- Sonstige (DE-588)138015740 oth Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017316880&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rare event simulation using Monte Carlo methods Datenverarbeitung Limit theorems (Probability theory) Monte Carlo method System analysis Data processing Digital computer simulation Monte-Carlo-Simulation (DE-588)4240945-7 gnd Seltenes Ereignis (DE-588)4425827-6 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)4425827-6 |
| title | Rare event simulation using Monte Carlo methods |
| title_auth | Rare event simulation using Monte Carlo methods |
| title_exact_search | Rare event simulation using Monte Carlo methods |
| title_full | Rare event simulation using Monte Carlo methods ed. by Gerardo Rubino ... |
| title_fullStr | Rare event simulation using Monte Carlo methods ed. by Gerardo Rubino ... |
| title_full_unstemmed | Rare event simulation using Monte Carlo methods ed. by Gerardo Rubino ... |
| title_short | Rare event simulation using Monte Carlo methods |
| title_sort | rare event simulation using monte carlo methods |
| topic | Datenverarbeitung Limit theorems (Probability theory) Monte Carlo method System analysis Data processing Digital computer simulation Monte-Carlo-Simulation (DE-588)4240945-7 gnd Seltenes Ereignis (DE-588)4425827-6 gnd |
| topic_facet | Datenverarbeitung Limit theorems (Probability theory) Monte Carlo method System analysis Data processing Digital computer simulation Monte-Carlo-Simulation Seltenes Ereignis |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017316880&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT rubinogerardo rareeventsimulationusingmontecarlomethods |