MARC details
| 000 -LEADER |
|---|
| fixed length control field |
05309cam a2200781Ia 4500 |
| 001 - |
|---|
| control field |
ocn648760908 |
| 003 - |
|---|
| control field |
OCoLC |
| 005 - |
|---|
| control field |
20200709140056.0 |
| 006 - |
|---|
| fixed length control field |
m o d |
| 007 - |
|---|
| fixed length control field |
cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100719s2009 enka ob 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| Canceled/invalid LC control number |
2009004186 |
| 040 ## - |
|---|
| -- |
N$T |
| -- |
eng |
| -- |
pn |
| -- |
N$T |
| -- |
DG1 |
| -- |
OSU |
| -- |
YDXCP |
| -- |
IDEBK |
| -- |
E7B |
| -- |
DG1 |
| -- |
OCLCQ |
| -- |
FVL |
| -- |
OCLCQ |
| -- |
OCLCF |
| -- |
UX1 |
| -- |
EBLCP |
| -- |
MERUC |
| -- |
UKDOC |
| -- |
DEBSZ |
| -- |
OCLCQ |
| -- |
DEBBG |
| -- |
AZK |
| -- |
LOA |
| -- |
OCLCO |
| 019 ## - |
|---|
| -- |
352840673 |
| -- |
437111546 |
| -- |
476271785 |
| -- |
646850524 |
| -- |
719420026 |
| -- |
743436878 |
| -- |
748591062 |
| -- |
781262787 |
| -- |
961552365 |
| -- |
962619663 |
| -- |
966214400 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470745410 |
| Qualifying information |
(electronic bk.) |
|
|---|
| International Standard Book Number |
047074541X |
| Qualifying information |
(electronic bk.) |
|
|---|
| -- |
9780470745403 |
|
|---|
| -- |
0470745401 |
|
|---|
| -- |
9780470772690 |
| Qualifying information |
(cloth) |
|
|---|
| -- |
0470772697 |
| Qualifying information |
(cloth) |
| 024 7# - |
|---|
| -- |
10.1002/9780470745403 |
| -- |
doi |
| 029 1# - |
|---|
| -- |
AU@ |
| -- |
000046311292 |
|
|---|
| -- |
AU@ |
| -- |
000048787868 |
|
|---|
| -- |
AU@ |
| -- |
000053263660 |
|
|---|
| -- |
DEBSZ |
| -- |
430721463 |
|
|---|
| -- |
NZ1 |
| -- |
14242232 |
|
|---|
| -- |
NZ1 |
| -- |
15540781 |
|
|---|
| -- |
NZ1 |
| -- |
15963115 |
|
|---|
| -- |
DEBBG |
| -- |
BV043391898 |
| 035 ## - |
|---|
| -- |
(OCoLC)648760908 |
| -- |
(OCoLC)352840673 |
| -- |
(OCoLC)437111546 |
| -- |
(OCoLC)476271785 |
| -- |
(OCoLC)646850524 |
| -- |
(OCoLC)719420026 |
| -- |
(OCoLC)743436878 |
| -- |
(OCoLC)748591062 |
| -- |
(OCoLC)781262787 |
| -- |
(OCoLC)961552365 |
| -- |
(OCoLC)962619663 |
| -- |
(OCoLC)966214400 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| -- |
QA273.67 |
| -- |
.R37 2009eb |
| 072 #7 - |
|---|
| -- |
MAT |
| -- |
029000 |
| -- |
bisacsh |
| 082 04 - |
|---|
| Classification number |
519.2 |
| -- |
22 |
| 049 ## - |
|---|
| -- |
MAIN |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Rare event simulation using Monte Carlo methods / |
| Statement of responsibility, etc |
edited by Gerardo Rubino and Bruno Tuffin. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (viii, 268 pages) : |
| Other physical details |
illustrations |
| 505 0# - |
|---|
| Formatted contents note |
Introduction to rare event simulation / Gerardo Rubino and Bruno Tuffin -- Importance sampling in rare event simulation / Pierre L'Ecuyer, Michel Mandjes and Bruno Tuffin -- Splitting techniques / Pierre L'Ecuyer [and others] -- Robustness properties and confidence interval reliability issues / Peter W. Glynn, Gerardo Rubino and Bruno Tuffin -- Rare event simulation for queues / José Blanchet and Michel Mandjes -- Markovian models for dependability analysis / Gerardo Rubino and Bruno Tuffin -- Rare event analysis by Monte Carlo techniques in static models / Héctor Cancela, Mohamed El Khadiri and Gerardo Rubino -- Rare event simulation and counting problems / José Blanchet and Daniel Rudoy -- Rare event estimation for a large-scale stochastic hybrid system with air traffic application / Henk A.P. Blom, G.J. (Bert) Bakker and Jaroslav Krystul -- Particle transport applications / Thomas Booth -- Rare event simulation methodologies in systems biology / Werner Sandmann. |
| 650 #0 - |
|---|
| Topical term or geographic name as entry element |
Limit theorems (Probability theory) |
|
|---|
| Topical term or geographic name as entry element |
Monte Carlo method. |
|
|---|
| Topical term or geographic name as entry element |
System analysis |
|
|---|
| Topical term or geographic name as entry element |
Digital computer simulation. |
|
|---|
| Topical term or geographic name as entry element |
Digital computer simulation. |
|
|---|
| Topical term or geographic name as entry element |
Monte Carlo method. |
|
|---|
| Topical term or geographic name as entry element |
System analysis. |
|
|---|
| Topical term or geographic name as entry element |
Limit theorems (Probability theory) |
|
|---|
| Topical term or geographic name as entry element |
MATHEMATICS |
|
|---|
| Topical term or geographic name as entry element |
Digital computer simulation. |
|
|---|
| Topical term or geographic name as entry element |
Limit theorems (Probability theory) |
|
|---|
| Topical term or geographic name as entry element |
Monte Carlo method. |
|
|---|
| Topical term or geographic name as entry element |
System analysis |
|
|---|
| Topical term or geographic name as entry element |
Große Abweichung |
|
|---|
| Topical term or geographic name as entry element |
Simulation |
|
|---|
| Topical term or geographic name as entry element |
Seltenes Ereignis |
| 700 1# - |
|---|
| Personal name |
Rubino, Gerardo, |
|
|---|
| Personal name |
Tuffin, Bruno. |
| 856 40 - |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1002/9780470745403 |
| 264 #1 - |
|---|
| -- |
Chichester, U.K. : |
| -- |
Wiley, |
| -- |
2009. |
| 336 ## - |
|---|
| -- |
text |
| -- |
txt |
| -- |
rdacontent |
| 337 ## - |
|---|
| -- |
computer |
| -- |
c |
| -- |
rdamedia |
| 338 ## - |
|---|
| -- |
online resource |
| -- |
cr |
| -- |
rdacarrier |
| 504 ## - |
|---|
| -- |
Includes bibliographical references and index. |
| 588 0# - |
|---|
| -- |
Print version record. |
| 520 0# - |
|---|
| -- |
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. |
|
|---|
| -- |
Data processing. |
|
|---|
| -- |
Probability & Statistics |
| -- |
General. |
| -- |
bisacsh |
|
|---|
| -- |
fast |
| -- |
(OCoLC)fst00893651 |
|
|---|
| -- |
fast |
| -- |
(OCoLC)fst00998881 |
|
|---|
| -- |
fast |
| -- |
(OCoLC)fst01025819 |
|
|---|
| -- |
Data processing. |
| -- |
fast |
| -- |
(OCoLC)fst01141391 |
|
|---|
| -- |
gnd |
|
|---|
| -- |
gnd |
|
|---|
| -- |
gnd |
| 655 #4 - |
|---|
| -- |
Electronic books. |
|
|---|
| -- |
Electronic books. |
| -- |
local |
| 700 1# - |
|---|
| -- |
1955- |
| 776 08 - |
|---|
| -- |
Print version: |
| -- |
Rare event simulation using Monte Carlo methods. |
| -- |
Chichester, U.K. : Wiley, 2009 |
| -- |
9780470772690 |
| -- |
(DLC) 2009004186 |
| -- |
(OCoLC)246887488 |
| 856 40 - |
|---|
| -- |
Wiley Online Library |
| 994 ## - |
|---|
| -- |
92 |
| -- |
DG1 |
