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Rare Event Simulation using Monte Carlo Methods
Language: en
Pages: 278
Authors: Gerardo Rubino
Categories: Mathematics
Type: BOOK - Published: 2009-03-18 - Publisher: John Wiley & Sons

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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
Introduction to Rare Event Simulation
Language: en
Pages: 262
Authors: James Bucklew
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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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
Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems
Language: en
Pages: 217
Authors: Jerome Morio
Categories: Technology & Engineering
Type: BOOK - Published: 2015-11-16 - Publisher: Woodhead Publishing

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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: 636
Authors: Baron Peters
Categories: Technology & Engineering
Type: BOOK - Published: 2017-03-22 - Publisher: Elsevier

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

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