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Rare Event Simulation using Monte Carlo Methods

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ÁöÀºÀÌ :  Gerardo Rubino
¹ßÇàÀÏ :  2009 ³â
ISBN :  9780470772690
Á¤Çà°¡ :  49,000 ¿ø
ÆäÀÌÁö :  278 ÆäÀÌÁö
ÆÇÇà¼ö :  1ÆÇ
ÃâÆÇ»ç :  Wiley

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Bayesian Statistics and Marketing
Simulation-based Lean Six-Sigma and Design for Six-Sigma

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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