Rare Event Simulation using Monte Carlo Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Rubino, Gerardo/ Tuffin, Bruno 作者

Wiley

译者

2009-4-20 出版日期

278 页数

USD 151.00 价格

Hardcover

丛书系列

9780470772690 图书编码

Rare Event Simulation using Monte Carlo Methods 在线电子书图书标签: Finance 马上要看1 生物数学 numerical_methods Wiley_

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Rare Event Simulation using Monte Carlo Methods 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Rare Event Simulation using Monte Carlo Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Rare Event Simulation using Monte Carlo Methods 在线电子书图书描述

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 important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.

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