Rare event simulation using Monte Carlo methods:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester, U.K.
Wiley
2009
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index 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 |
| Beschreibung: | 1 Online-Ressource (viii, 268 pages) |
| ISBN: | 9780470745410 047074541X 9780470745403 0470745401 |
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Datensatz im Suchindex
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| dewey-full | 519.2 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| id | DE-604.BV043391898 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:42Z |
| institution | BVB |
| isbn | 9780470745410 047074541X 9780470745403 0470745401 |
| language | English |
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| physical | 1 Online-Ressource (viii, 268 pages) |
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| spelling | Rare event simulation using Monte Carlo methods edited by Gerardo Rubino and Bruno Tuffin Chichester, U.K. Wiley 2009 1 Online-Ressource (viii, 268 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index 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 Digital computer simulation Monte Carlo method System analysis Limit theorems (Probability theory) MATHEMATICS / Probability & Statistics / General bisacsh Digital computer simulation fast Limit theorems (Probability theory) fast Monte Carlo method fast System analysis / Data processing fast Große Abweichung swd Simulation swd Seltenes Ereignis swd Datenverarbeitung System analysis / Data processing 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 1\p DE-604 Rubino, Gerardo Sonstige oth Tuffin, Bruno Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-77269-0 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-77269-7 https://onlinelibrary.wiley.com/doi/book/10.1002/9780470745403 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rare event simulation using Monte Carlo methods Digital computer simulation Monte Carlo method System analysis Limit theorems (Probability theory) MATHEMATICS / Probability & Statistics / General bisacsh Digital computer simulation fast Limit theorems (Probability theory) fast Monte Carlo method fast System analysis / Data processing fast Große Abweichung swd Simulation swd Seltenes Ereignis swd Datenverarbeitung System analysis / Data processing 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 edited by Gerardo Rubino and Bruno Tuffin |
| title_fullStr | Rare event simulation using Monte Carlo methods edited by Gerardo Rubino and Bruno Tuffin |
| title_full_unstemmed | Rare event simulation using Monte Carlo methods edited by Gerardo Rubino and Bruno Tuffin |
| title_short | Rare event simulation using Monte Carlo methods |
| title_sort | rare event simulation using monte carlo methods |
| topic | Digital computer simulation Monte Carlo method System analysis Limit theorems (Probability theory) MATHEMATICS / Probability & Statistics / General bisacsh Digital computer simulation fast Limit theorems (Probability theory) fast Monte Carlo method fast System analysis / Data processing fast Große Abweichung swd Simulation swd Seltenes Ereignis swd Datenverarbeitung System analysis / Data processing Monte-Carlo-Simulation (DE-588)4240945-7 gnd Seltenes Ereignis (DE-588)4425827-6 gnd |
| topic_facet | Digital computer simulation Monte Carlo method System analysis Limit theorems (Probability theory) MATHEMATICS / Probability & Statistics / General System analysis / Data processing Große Abweichung Simulation Seltenes Ereignis Datenverarbeitung Monte-Carlo-Simulation |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9780470745403 |
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