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

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

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 bridges the historical gap between these subjects because the increasingly multidisciplinary nature of scientific research

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