Introduction to Rare Event Simulation

Introduction to Rare Event Simulation
Author :
Publisher : Springer Science & Business Media
Total Pages : 262
Release :
ISBN-10 : 9781475740783
ISBN-13 : 1475740786
Rating : 4/5 (786 Downloads)
DOWNLOAD EBOOK
Book Synopsis Introduction to Rare Event Simulation by : James Bucklew

Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.


Introduction to Rare Event Simulation Related Books

Introduction to Rare Event Simulation
Language: en
Pages: 262

Introduction to Rare Event Simulation

Authors: James Bucklew
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the pro
Rare Event Simulation using Monte Carlo Methods
Language: en
Pages: 278

Rare Event Simulation using Monte Carlo Methods

Authors: Gerardo Rubino
Categories: Mathematics
Type: BOOK - Published: 2009-03-18 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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 impor
Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems
Language: en
Pages: 216

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

Authors: Jerome Morio
Categories: Technology & Engineering
Type: BOOK - Published: 2015-11-16 - Publisher: Woodhead Publishing

DOWNLOAD EBOOK

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant nu
Reaction Rate Theory and Rare Events
Language: en
Pages: 634

Reaction Rate Theory and Rare Events

Authors: Baron Peters
Categories: Technology & Engineering
Type: BOOK - Published: 2017-03-22 - Publisher: Elsevier

DOWNLOAD EBOOK

Reaction Rate Theory and Rare Events bridges the historical gap between these subjects because the increasingly multidisciplinary nature of scientific research
The Cross-Entropy Method
Language: en
Pages: 316

The Cross-Entropy Method

Authors: Reuven Y. Rubinstein
Categories: Computers
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathemat