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Rare event simulation using Monte Carlo methods

Gerardo Rubino 1955-; Bruno Tuffin

Chichester, U.K Wiley 2009

Localização: CQ - Conjunto das Químicas    (519.2 R221 )(Acessar)

  • Título:
    Rare event simulation using Monte Carlo methods
  • Autor: Gerardo Rubino 1955-; Bruno Tuffin
  • Assuntos: Limit theorems (Probability theory); PROBABILIDADE; MÉTODO DE MONTE CARLO; COMPUTADORES DIGITAIS (SIMULAÇÃO); Monte Carlo method; System analysis -- Data processing; Digital computer simulation; GroÇe Abweichung; Simulation; Seltenes Ereignis
  • Notas: Includes index
  • Descrição: Introduction to rare event simulation / Gerardo Rubino and Bruno Tuffin -- Importance sampling in rare event simulation / Pierre L'Ecuyer, Michel Mandjes and Bruno Tuffin -- Splitting techniques / Pierre L'Ecuyer ... [et al.] -- Robustness properties and confidence interval reliability issues / Peter W. Glynn, Gerardo Rubino and Bruno Tuffin -- Rare event simulation for queues / José Blanchet and Michel Mandjes -- Markovian models for dependability analysis / Gerardo Rubino and Bruno Tuffin -- Rare event analysis by Monte Carlo techniques in static models / Héctor Cancela, Mohamed El Khadiri and Gerardo Rubino -- Rare event simulation and counting problems / José Blanchet and Daniel Rudoy -- Rare event estimation for a large-scale stochastic hybrid system with air traffic application / Henk A.P. Blom, G.J. (Bert) Bakker and Jaroslav Krystul -- Particle transport applications / Thomas Booth -- Rare event simulation methodologies in systems biology / Werner Sandmann
  • Editor: Chichester, U.K Wiley
  • Data de criação/publicação: 2009
  • Formato: viii, 268 p ill 24 cm.
  • Idioma: Inglês

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