Introduction to Rare Event Simulation

Introduction to Rare Event Simulation

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This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the pro

Rare Event Simulation using Monte Carlo Methods

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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 impor

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

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Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant nu

Reaction Rate Theory and Rare Events

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Reaction Rate Theory and Rare Events bridges the historical gap between these subjects because the increasingly multidisciplinary nature of scientific research

Special Issue on Rare Event Simulation

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