Rare Event Simulation using Monte Carlo Methods

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Publisher : John Wiley & Sons
ISBN 13 : 9780470745410
Total Pages : 278 pages
Book Rating : 4.7/5 (454 download)

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Book Synopsis Rare Event Simulation using Monte Carlo Methods by : Gerardo Rubino

Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.

Network Reliability

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Publisher : CRC Press
ISBN 13 : 9780849339806
Total Pages : 248 pages
Book Rating : 4.3/5 (398 download)

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Book Synopsis Network Reliability by : Daryl D Harms

Download or read book Network Reliability written by Daryl D Harms and published by CRC Press. This book was released on 1995-06-16 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Network Reliability: Experiments with a Symbolic Algebra Environment examines two intertwined topics: computational methods for computing bounds on three measures of network reliability, and a symbolic algebra system to support these computations. It describes, in algorithmic outlines, efficient techniques for reliability bounds and discusses the implementation of the techniques. It explores all-terminal reliability, two-terminal reliability, and reliability of interconnection networks. Consistent with real-world experience, the computational environment and results are strongly supported by sound theoretical development.

Monte Carlo

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Publisher : Springer Science & Business Media
ISBN 13 : 1475725531
Total Pages : 721 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Monte Carlo by : George Fishman

Download or read book Monte Carlo written by George Fishman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.

Mathematical and Statistical Methods in Reliability

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Publisher : World Scientific
ISBN 13 : 9812795251
Total Pages : 569 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Mathematical and Statistical Methods in Reliability by : Kjell A. Doksum

Download or read book Mathematical and Statistical Methods in Reliability written by Kjell A. Doksum and published by World Scientific. This book was released on 2003 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains extended versions of 34 carefully selected and reviewed papers presented at the Third International Conference on Mathematical Methods in Reliability, held in Trondheim, Norway in 2002. It provides a broad overview of current research activities in reliability theory and its applications. There are chapters on reliability modelling, network and system reliability, reliability optimization, survival analysis, degradation and maintenance modelling, and software reliability. The authors are all leading experts in the field. A particular feature of the book is a historical review by Professor Richard E Barlow, well known for his pioneering research on reliability. The list of authors also includes the plenary session speakers Odd O Aalen, Philip J Boland, Sallie A Keller-McNulty, and Nozer Singpurwalla. Contents: Reliability Theory in the Past and Present Centuries; General Aspects of Reliability Modelling; Reliability of Networks and Systems; Stochastic Modelling and Optimization in Reliability; Modelling in Survival and Reliability Analysis; Statistical Methods for Degradation Data; Statistical Methods for Maintained Systems; Statistical Inference in Survival Analysis; Software Reliability Methods. Readership: Graduate students, academics and professionals in probability & statistics, reliability analysis, survival analysis, industrial engineering, software engineering, operations research and applied mathematics research.

Computational Intelligence in Reliability Engineering

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Publisher : Springer Science & Business Media
ISBN 13 : 3540373713
Total Pages : 428 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Computational Intelligence in Reliability Engineering by : Gregory Levitin

Download or read book Computational Intelligence in Reliability Engineering written by Gregory Levitin and published by Springer Science & Business Media. This book was released on 2006-10-25 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes chapters presenting applications of different metaheuristics in reliability engineering, including ant colony optimization, great deluge algorithm, cross-entropy method and particle swarm optimization. It also presents chapters devoted to cellular automata and support vector machines, and applications of artificial neural networks, a powerful adaptive technique that can be used for learning, prediction and optimization. Several chapters describe aspects of imprecise reliability and applications of fuzzy and vague set theory.

Reliability and Availability Engineering

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Publisher : Cambridge University Press
ISBN 13 : 1108509002
Total Pages : 729 pages
Book Rating : 4.1/5 (85 download)

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Book Synopsis Reliability and Availability Engineering by : Kishor S. Trivedi

Download or read book Reliability and Availability Engineering written by Kishor S. Trivedi and published by Cambridge University Press. This book was released on 2017-08-03 with total page 729 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do you need to know what technique to use to evaluate the reliability of an engineered system? This self-contained guide provides comprehensive coverage of all the analytical and modeling techniques currently in use, from classical non-state and state space approaches, to newer and more advanced methods such as binary decision diagrams, dynamic fault trees, Bayesian belief networks, stochastic Petri nets, non-homogeneous Markov chains, semi-Markov processes, and phase type expansions. Readers will quickly understand the relative pros and cons of each technique, as well as how to combine different models together to address complex, real-world modeling scenarios. Numerous examples, case studies and problems provided throughout help readers put knowledge into practice, and a solutions manual and Powerpoint slides for instructors accompany the book online. This is the ideal self-study guide for students, researchers and practitioners in engineering and computer science.

Handbook of Optimization in Telecommunications

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Publisher : Springer Science & Business Media
ISBN 13 : 0387301658
Total Pages : 1120 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Handbook of Optimization in Telecommunications by : Mauricio G.C. Resende

Download or read book Handbook of Optimization in Telecommunications written by Mauricio G.C. Resende and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 1120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive handbook brings together experts who use optimization to solve problems that arise in telecommunications. It is the first book to cover in detail the field of optimization in telecommunications. Recent optimization developments that are frequently applied to telecommunications are covered. The spectrum of topics covered includes planning and design of telecommunication networks, routing, network protection, grooming, restoration, wireless communications, network location and assignment problems, Internet protocol, World Wide Web, and stochastic issues in telecommunications. The book’s objective is to provide a reference tool for the increasing number of scientists and engineers in telecommunications who depend upon optimization.

Reliability and Optimal Maintenance

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Publisher : Springer Science & Business Media
ISBN 13 : 1846283256
Total Pages : 353 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis Reliability and Optimal Maintenance by : Hongzhou Wang

Download or read book Reliability and Optimal Maintenance written by Hongzhou Wang and published by Springer Science & Business Media. This book was released on 2006-09-27 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the authors’ research, Reliability and Optimal Maintenance presents the latest theories and methods of reliability and maintenance with an emphasis on multi-component systems, while also considering current hot topics in reliability and maintenance including: imperfect repair, economic dependence and opportunistic maintenance, and correlated failure and repair. Software reliability and maintenance cost, and warranty cost considerations are also considered.

Fast Sequential Monte Carlo Methods for Counting and Optimization

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Publisher : John Wiley & Sons
ISBN 13 : 1118612353
Total Pages : 177 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Fast Sequential Monte Carlo Methods for Counting and Optimization by : Reuven Y. Rubinstein

Download or read book Fast Sequential Monte Carlo Methods for Counting and Optimization written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2013-11-13 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.

Genetic Algorithms and Engineering Optimization

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Publisher : John Wiley & Sons
ISBN 13 : 9780471315315
Total Pages : 520 pages
Book Rating : 4.3/5 (153 download)

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Book Synopsis Genetic Algorithms and Engineering Optimization by : Mitsuo Gen

Download or read book Genetic Algorithms and Engineering Optimization written by Mitsuo Gen and published by John Wiley & Sons. This book was released on 1999-12-28 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Im Mittelpunkt dieses Buches steht eines der wichtigsten Optimierungsverfahren der industriellen Ingenieurtechnik: Mit Hilfe genetischer Algorithmen lassen sich Qualität, Design und Zuverlässigkeit von Produkten entscheidend verbessern. Das Verfahren beruht auf der Wahrscheinlichkeitstheorie und lehnt sich an die Prinzipien der biologischen Vererbung an: Die Eigenschaften des Produkts werden, unter Beachtung der äußeren Randbedingungen, schrittweise optimiert. Ein hochaktueller Band international anerkannter Autoren. (03/00)

Advanced Wireless Networks

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Publisher : John Wiley & Sons
ISBN 13 : 9780470745731
Total Pages : 892 pages
Book Rating : 4.7/5 (457 download)

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Book Synopsis Advanced Wireless Networks by : Savo Glisic

Download or read book Advanced Wireless Networks written by Savo Glisic and published by John Wiley & Sons. This book was released on 2009-04-27 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: With 40% new material the new edition of Advanced Wireless Networks provides a comprehensive representation of the key issues in 4G wireless networks. Focussing on cognitive, cooperative and opportunistic paradigms to provide further increase in network efficiency, the book explores and addresses issues in wireless internet, mobile cellular and WLAN, as well as sensor, ad hoc, bio-inspired, active and cognitive networks. It examines the problem of cross-layer optimisation and network information theory as well as adaptability and reconfigurability in wireless networks. This book is an integral description of future wireless networks and the interconnection between their elements. The information is presented in a logical order within each chapter making it ideal for all levels of reader including researchers involved in modelling and analysis of future networks as well as engineers working in the area. Each chapter starts with introductory material and gradually includes more sophisticated models and mathematical tools concluding with a comprehensive list of references. Fully updated throughout with five new chapters on Opportunistic Communications; Relaying and Mesh Networks; Topology Control; Network Optimization; and Cognitive Radio Resource Management Unifies the latest research on cognitive, cooperative and opportunistic paradigms in wireless communications Provides efficient analytical tools for network analysis Discusses security issues, an essential element of working with wireless networks Supports advanced university and training courses in the field Companion website containing extra appendix on Queuing theory

Handbook of Monte Carlo Methods

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Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 784 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Handbook of Monte Carlo Methods by : Dirk P. Kroese

Download or read book Handbook of Monte Carlo Methods written by Dirk P. Kroese and published by John Wiley & Sons. This book was released on 2011-03-15 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than purely a monograph for researchers or a textbook for students. As the popularity of these methods continues to grow, and new methods are developed in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"--

Linking Phenotypes and Genotypes

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Publisher : Cambridge University Press
ISBN 13 : 1107013844
Total Pages : 287 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Linking Phenotypes and Genotypes by : Florian Markowetz

Download or read book Linking Phenotypes and Genotypes written by Florian Markowetz and published by Cambridge University Press. This book was released on 2015-07-02 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book to comprehensively cover the field of systems genetics, gathering contributions from leading scientists.

Advancing the Frontiers of Simulation

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Publisher : Springer Science & Business Media
ISBN 13 : 144190817X
Total Pages : 333 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Advancing the Frontiers of Simulation by : Christos Alexopoulos

Download or read book Advancing the Frontiers of Simulation written by Christos Alexopoulos and published by Springer Science & Business Media. This book was released on 2009-09-18 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift honors George Samuel Fishman, one of the founders of the eld of computer simulation and a leader of the disciplines of operations research and the management sciences for the past ve decades, on the occasion of his seventieth birthday. The papers in this volume span the theory, methodology, and application of computer simulation. The lead article is appropriately titled “George Fishman’s Professional Career.” In this article we discuss George’s contributions to operations research and the m- agement sciences, with special emphasis on his role in the advancement of the eld of simulation since the 1960s. We also include a brief personal biography together with comments by several individuals about the extraordinary effect that George has had on all his students, colleagues, and friends. Thesecondarticle,titled“AConversationwithGeorgeFishman,”isthetranscript of an extended interview with George that we conducted in October 2007. In the article titled “Computer Intensive Statistical Model Building,” Russell Cheng studies resampling methods for building parsimonious multiple linear regr- sion models so as to represent accurately the behavior of the dependent variable in terms of the smallest possible subset of explanatory (independent) variables. The author shows how bootstrap resampling can be used not only for rapid identi cation of good models but also for ef cient comparison of competing models.

Information Systems And Technologies For Network Society: Proceedings Of The Ipsj International Symposium

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Publisher : World Scientific
ISBN 13 : 9814545481
Total Pages : 434 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Information Systems And Technologies For Network Society: Proceedings Of The Ipsj International Symposium by : Yahiko Kambayashi

Download or read book Information Systems And Technologies For Network Society: Proceedings Of The Ipsj International Symposium written by Yahiko Kambayashi and published by World Scientific. This book was released on 1997-09-09 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains technical papers and panel position papers selected from the proceedings of the International Symposium on Information Systems and Technologies for Network Society, held together with the IPSJ (information processing society of Japan) National Convention, in September 1997. Papers were submitted from all over the world, especially from Japan, Korea and China. Since these countries are believed to form one of the major computer manufacturing centers in the world, a panel on “Computer Science Education for the 21st Century” was set up. A special session on the Japanese project on Software Engineering invited representative researchers from the project, which is supported by the Ministry of Education, Japan.

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 702 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Database Systems for Advanced Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3642201482
Total Pages : 604 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Database Systems for Advanced Applications by : Jeffrey Xu Yu

Download or read book Database Systems for Advanced Applications written by Jeffrey Xu Yu and published by Springer Science & Business Media. This book was released on 2011-04-06 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two volume set LNCS 6587 and LNCS 6588 constitutes the refereed proceedings of the 16th International Conference on Database Systems for Advanced Applications, DASFAA 2011, held in Saarbrücken, Germany, in April 2010. The 53 revised full papers and 12 revised short papers presented together with 2 invited keynote papers, 22 demonstration papers, 4 industrial papers, 8 demo papers, and the abstract of 1 panel discussion, were carefully reviewed and selected from a total of 225 submissions. The topics covered are social network, social network and privacy, data mining, probability and uncertainty, stream processing, graph, XML, XML and graph, similarity, searching and digital preservation, spatial queries, query processing, as well as indexing and high performance.