Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models

Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models
Author :
Publisher :
Total Pages : 127
Release :
ISBN-10 : OCLC:732052837
ISBN-13 :
Rating : 4/5 (37 Downloads)

Book Synopsis Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models by : Michael Amrein

Download or read book Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models written by Michael Amrein and published by . This book was released on 2011 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models Related Books

Monte Carlo Simulation for Estimating Rare Event Probabilities and Parameters in Markov Process Models
Language: en
Pages: 127
Rare Event Simulation using Monte Carlo Methods
Language: en
Pages: 278
Authors: Gerardo Rubino
Categories: Mathematics
Type: BOOK - Published: 2009-03-18 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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
Simulation and the Monte Carlo Method
Language: en
Pages: 331
Authors: Reuven Y. Rubinstein
Categories: Mathematics
Type: BOOK - Published: 2011-09-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest develo
Hamiltonian Markov Chain Monte Carlo Schemes for Rare Event Estimation
Language: en
Pages:
Authors: Hamed Nikbakht
Categories:
Type: BOOK - Published: 2020 - Publisher:

DOWNLOAD EBOOK

Estimating rare event probabilities is a commonly encountered important problem in several engineering and scientific applications, most often observed in the f
Handbook of Monte Carlo Methods
Language: en
Pages: 627
Authors: Dirk P. Kroese
Categories: Mathematics
Type: BOOK - Published: 2013-06-06 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical