Name: Rare Event Simulation Using Monte Carlo Methods
SKU: 2662818
Price: 132.93 EUR
Availability: InStock
Author: Rubino Gerardo,Tuffin Bruno

portada Rare Event Simulation Using Monte Carlo Methods

Rare Event Simulation Using Monte Carlo Methods

Type

Physical Book

Publisher

Wiley

Author

Rubino Gerardo,Tuffin Bruno

Language

English

Pages

268

Format

Hardcover

Dimensions

22.9x15.2x2 cm

Weight

0.54

ISBN

0470772697

ISBN13

9780470772690

Edition No.

Synopsis "Rare Event Simulation Using Monte Carlo Methods"

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.

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Rare Event Simulation Using Monte Carlo Methods - Rubino Gerardo,Tuffin Bruno

Synopsis "Rare Event Simulation Using Monte Carlo Methods"

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