Rare Event Simulation using Monte Carlo Methods - Tapa dura

 
9780470772690: Rare Event Simulation using Monte Carlo Methods
Tapa dura
ISBN 10: 0470772697 ISBN 13: 9780470772690
Editorial: Wiley, 2009

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Wiley
Año de publicación
2009
Idioma
Inglés
ISBN 10 
0470772697
ISBN 13 
9780470772690
Encuadernación
Tapa dura
Número de páginas
284
Editor
Rubino Gerardo
Contacto del fabricante
no disponible
Persona responsable
no disponible