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Rare Event Simulation using Monte Carlo Methods 2009
- Gerardo Rubino, Bruno Tuffin:
Rare Event Simulation using Monte Carlo Methods. Wiley 2009, ISBN 978-0-470-77269-0 - Gerardo Rubino, Bruno Tuffin:
Introduction to Rare Event Simulation. 1-13 - Pierre L'Ecuyer
, Michel Mandjes, Bruno Tuffin:
Importance Sampling in Rare Event Simulation. 17-38 - Pierre L'Ecuyer
, François LeGland, Pascal Lezaud, Bruno Tuffin:
Splitting Techniques. 39-61 - Peter W. Glynn, Gerardo Rubino, Bruno Tuffin:
Robustness Properties and Confidence Interval Reliability Issues. 63-84 - José H. Blanchet, Michel Mandjes:
Rare Event Simulation for Queues. 87-124 - Gerardo Rubino, Bruno Tuffin:
Markovian Models for Dependability Analysis. 125-143 - Héctor Cancela
, Mohamed El Khadiri, Gerardo Rubino:
Rare Event Analysis by Monte Carlo Techniques in Static Models. 145-170 - José H. Blanchet, Daniel Rudoy:
Rare Event Simulation and Counting Problems. 171-192 - Henk A. P. Blom, Bert G. J. Bakker, Jaroslav Krystul:
Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application. 193-214 - Thomas Booth:
Particle Transport Applications. 215-242 - Werner Sandmann:
Rare Event Simulation Methodologies in Systems Biology. 243-265
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