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| Rare Event Simulation using Monte Carlo Methods |
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| 지은이 |
: Gerardo Rubino |
| 발행일 |
: 2009 년 |
| ISBN |
: 9780470772690 |
| 정행가 |
: 49,000 원 |
| 페이지 |
: 278 페이지 |
| 판행수 |
: 1판 |
| 출판사 |
: Wiley |
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| 저자 및 역자 소개 |
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| 차례 |
1. Introduction to Rare Event Simulation
PART I. THEORY
2. Importance Sampling in Rare Event Simulation
3. Splitting Techniques
4. Robustness Properties and Confidence Interval Reliability Issues
PART II. APPLICATIONS
5. Rare Event Simulation for Queues
6. Markovian Models for Dependability Analysis
7. Rare Event Analysis by Monte Carlo Techniques in Static Models
8. Rare Event Simulation and Counting Problems
9. Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application
10. Particle Transport Applications
11. Rare Event Simulation Methodologies in Systems Biology
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