Rare Event Simulation using Monte Carlo Methods
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Published By John Wiley & Sons, Ltd

9780470745403, 9780470772690

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Robustness Properties and Confidence Interval Reliability Issues

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch4 ◽

2009 ◽

pp. 63-84 ◽

Author(s):

Peter W. Glynn ◽

Gerardo Rubino ◽

Bruno Tuffin

Keyword(s):

Confidence Interval ◽

Interval Reliability

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Rare Event Simulation for Queues

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch5 ◽

2009 ◽

pp. 87-124 ◽

Author(s):

José Blanchet ◽

Michel Mandjes

Keyword(s):

Rare Event Simulation ◽

Event Simulation

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Front Matter

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.fmatter ◽

2009 ◽

pp. i-ix

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Splitting Techniques

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch3 ◽

2009 ◽

pp. 39-61 ◽

Author(s):

Pierre L'Ecuyer ◽

François Le Gland ◽

Pascal Lezaud ◽

Bruno Tuffin

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Importance Sampling in Rare Event Simulation

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch2 ◽

2009 ◽

pp. 17-38 ◽

Author(s):

Pierre L'Ecuyer ◽

Michel Mandjes ◽

Bruno Tuffin

Keyword(s):

Importance Sampling ◽

Rare Event Simulation ◽

Event Simulation

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Rare Event Simulation and Counting Problems

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch8 ◽

2009 ◽

pp. 171-192 ◽

Author(s):

José Blanchet ◽

Daniel Rudoy

Keyword(s):

Rare Event Simulation ◽

Counting Problems ◽

Event Simulation

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Introduction to Rare Event Simulation

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch1 ◽

2009 ◽

pp. 1-13 ◽

Author(s):

Gerardo Rubino ◽

Bruno Tuffin

Keyword(s):

Rare Event Simulation ◽

Event Simulation

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Index

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.index ◽

2009 ◽

pp. 267-268

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Markovian Models for Dependability Analysis

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch6 ◽

2009 ◽

pp. 125-143 ◽

Author(s):

Gerardo Rubino ◽

Bruno Tuffin

Keyword(s):

Markovian Models ◽

Dependability Analysis

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Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application

Rare Event Simulation using Monte Carlo Methods ◽

10.1002/9780470745403.ch9 ◽

2009 ◽

pp. 193-214 ◽

Author(s):

Henk A. P. Blom ◽

G. J. Bert Bakker ◽

Jaroslav Krystul

Keyword(s):

Hybrid System ◽

Large Scale ◽

Air Traffic ◽

Stochastic Hybrid System

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