Rare event simulation using Monte Carlo methods /

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 pro...

Full description

Bibliographic Details

Other Authors:	Rubino, Gerardo, 1955-, Tuffin, Bruno
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Chichester, U.K. : Wiley, 2009.
Subjects:	Limit theorems (Probability theory) Monte Carlo method. System analysis > Data processing. Digital computer simulation. Computer simulation.
Online Access:	Connect to the full text of this electronic book