{"product_id":"rare-event-simulation-using-monte-carlo-methods-9780470772690","title":"Rare Event Simulation using Monte Carlo Methods","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis book provides a theoretical and implementational guide to rare events for various readers, from postgraduates to engineers, economists, mathematicians, researchers and indeed any person involved or interested in design and simulation.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eContributors.\u003c\/b\u003e  \u003cp\u003e\u003cb\u003ePreface.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 Introduction to Rare Event Simulation\u003c\/b\u003e (\u003ci\u003eGerardo Rubino and Bruno Tuffin).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART I THEORY.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 Importance Sampling in Rare Event Simulation\u003c\/b\u003e (\u003ci\u003ePierre L’Ecuyer, Michel Mandjes and Bruno Tuffin).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 Splitting Techniques\u003c\/b\u003e (\u003ci\u003ePierre L’Ecuyer, François Le Gland, Pascal Lezaud\u003c\/i\u003e \u003ci\u003eand Bruno Tuffin).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 Robustness Properties and Confidence Interval Reliability Issues\u003c\/b\u003e (\u003ci\u003ePeter W. Glynn, Gerardo Rubino and Bruno Tuffin).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART II APPLICATIONS.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5 Rare Event Simulation for Queues\u003c\/b\u003e (\u003ci\u003eJosé Blanchet and Michel Mandjes).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6 Markovian Models for Dependability Analysis\u003c\/b\u003e (\u003ci\u003eGerardo Rubino and Bruno Tuffin).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7 Rare Event Analysis by Monte Carlo Techniques in Static Models\u003c\/b\u003e (\u003ci\u003eHéctor Cancela, Mohamed El Khadiri and Gerardo Rubino).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8 Rare Event Simulation and Counting Problems\u003c\/b\u003e (\u003ci\u003eJosé Blanchet and Daniel Rudoy).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e9 Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application\u003c\/b\u003e (\u003ci\u003eHenk A. P. Blom, G. J. (Bert) Bakker and Jaroslav Krystul).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e10 Particle Transport Applications\u003c\/b\u003e (\u003ci\u003eThomas Booth).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003e11 Rare Event Simulation Methodologies in Systems Biology\u003c\/b\u003e (\u003ci\u003eWerner Sandmann).\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eIndex.\u003c\/b\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":53515418698071,"sku":"9780470772690","price":95.36,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/rare-event-simulation-using-monte-carlo-methods-9780470772690","provider":"Book Curl","version":"1.0","type":"link"}