Importance Sampling

Lingua: inglese

Editore: Springer Berlin Heidelberg, Springer Jun 2002, 2002

3540434208 / 9783540434207

Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000

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Descrizione dell’articolo da parte del venditore

This item is printed on demand - Print on Demand Titel. Neuware -This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by nu merical techniques prohibitively expensive computationally, a last resort to determine the input-output characteristics of, or states within, a system is to carry out a simulation.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 260 pp. Englisch.…

Codice articolo 9783540434207

Titolo
Importance Sampling
Autore
Rajan Srinivasan
Editore
Springer Berlin Heidelberg, Springer Jun 2002
Anno di pubblicazione
2002
Condizione
Neu
Rilegatura
Buch
Lingua
inglese
ISBN 10
3540434208
ISBN 13
9783540434207
Peso dell'articolo
559 grammi
Dimensioni
241x160x19 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 23 gennaio 2017

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ArticoloDa 60 a 60 giorni lavorativiDa 60 a 60 giorni lavorativi
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