9783540434207 - importance sampling: applications in communications and detection (engineering online library) de srinivasan, rajan (14 resultados)
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations that involve t…he estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by nu merical techniques prohibitively expensive computationally, a last resort to determine the input-output characteristics of, or states within, a system is to carry out a simulation.
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.
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Idioma: Inglés
Editorial: Springer Berlin Heidelberg, Springer Berlin Heidelberg Jun 2002, 2002
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cation…s that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by nu merical techniques prohibitively expensive computationally, a last resort to determine the input-output characteristics of, or states within, a system is to carry out a simulation. 260 pp. Englisch.
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Condición: New. Print on Demand pp. 260 Illus.
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Condición: New. PRINT ON DEMAND pp. 260.
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Buch. Condición: Neu. Importance Sampling | Applications in Communications and Detection | Rajan Srinivasan | Buch | xiv | Englisch | 2002 | Springer | EAN 9783540434207 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Prin…t on Demand.
Idioma: Inglés
Editorial: Springer Berlin Heidelberg, Springer Jun 2002, 2002
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EUR 106,99
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Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations th…at involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by nu merical techniques prohibitively expensive computationally, a last resort to determine the input-output characteristics of, or states within, a system is to carry out a simulation.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 260 pp. Englisch.
