Fast Simulation Of Rare Events In Queueing And Reliability Models

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Rare Event Simulation using Monte Carlo Methods

Author : Gerardo Rubino
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.

Performance Evaluation of Computer and Communication Systems

Author : Lorenzo Donatiello
Publisher : Springer Science & Business Media
ISBN 13 : 9783540572978
Total Pages : 692 pages
Book Rating : 4.5/5 (729 download)

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Book Synopsis Performance Evaluation of Computer and Communication Systems by : Lorenzo Donatiello

Download or read book Performance Evaluation of Computer and Communication Systems written by Lorenzo Donatiello and published by Springer Science & Business Media. This book was released on 1993-09-15 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the complete set of tutorial papers presented at the 16th IFIP (International Federation for Information Processing) Working Group 7.3 International Symposium on Computer Performance Modelling, Measurement and Evaluation, and a number of tutorial papers presented at the 1993 ACM (Association for Computing Machinery) Special Interest Group METRICS Conference on Measurement and Modeling of Computer Systems. The principal goal of the volume is to present an overview of recent results in the field of modeling and performance evaluation of computer and communication systems. The wide diversity of applications and methodologies included in the tutorials attests to the breadth and richness of current research in the area of performance modeling. The tutorials may serve to introduce a reader to an unfamiliar research area, to unify material already known, or simply to illustrate the diversity of research in the field. The extensive bibliographies guide readers to additional sources for further reading.

Introduction to Rare Event Simulation

Author : James Bucklew
Publisher : Springer Science & Business Media
ISBN 13 : 1475740786
Total Pages : 262 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Introduction to Rare Event Simulation by : James Bucklew

Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Advances in Queueing Theory, Methods, and Open Problems

Author : Jewgeni H. Dshalalow
Publisher : CRC Press
ISBN 13 : 1000949931
Total Pages : 530 pages
Book Rating : 4.0/5 (9 download)

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Book Synopsis Advances in Queueing Theory, Methods, and Open Problems by : Jewgeni H. Dshalalow

Download or read book Advances in Queueing Theory, Methods, and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.

IUTAM Symposium on Nonlinear Stochastic Dynamics

Author : N. Sri Namachchivaya
Publisher : Springer Science & Business Media
ISBN 13 : 9401001790
Total Pages : 470 pages
Book Rating : 4.4/5 (1 download)

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Book Synopsis IUTAM Symposium on Nonlinear Stochastic Dynamics by : N. Sri Namachchivaya

Download or read book IUTAM Symposium on Nonlinear Stochastic Dynamics written by N. Sri Namachchivaya and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

Tools and Algorithms for the Construction and Analysis of Systems

Author : Cormac Flanagan
Publisher : Springer
ISBN 13 : 3642287565
Total Pages : 578 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Tools and Algorithms for the Construction and Analysis of Systems by : Cormac Flanagan

Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Cormac Flanagan and published by Springer. This book was released on 2012-03-22 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 18th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2012, held as part of the joint European Conference on Theory and Practice of Software, ETAPS 2012, which took place in Tallinn, Estonia, in March/April 2012. The 25 research papers, 2 case study papers, 3 regular tool papers, and 6 tool demonstrations papers presented in this book were carefully reviewed and selected from a total of 147 submissions. The papers are organized in topical sections named: SAT and SMT based methods; automata; model checking; case studies; memory models and termination; internet protocol verification; stochastic model checking; synthesis; provers and analysis techniques; tool demonstrations; and competition on software verification.

Network Systems Design

Author : Erol Gelenbe
Publisher : CRC Press
ISBN 13 : 9789056996352
Total Pages : 294 pages
Book Rating : 4.9/5 (963 download)

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Book Synopsis Network Systems Design by : Erol Gelenbe

Download or read book Network Systems Design written by Erol Gelenbe and published by CRC Press. This book was released on 1999-04-23 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing the major issues involved in network design and architectures, this text deals primarily with systems and application as related to network system design; it also provides tutorials and surveys and relates new important research results. The intent is to provide a set of tools based on current research that will enable readers to overcome difficulties with the design and construction of communications and computer networks. Each chapter provides background information, describes and analyzes important work done in the field and provides important direction to the reader on future work and further readings. This book may be purchased as a set with its companion volume, Network Performance Modeling and Simulation, edited by Jean Walrand, Kallol Bagchi, and George W. Zobrist.

Computational Finance 1999

Author : Yaser S. Abu-Mostafa
Publisher : MIT Press
ISBN 13 : 9780262511070
Total Pages : 744 pages
Book Rating : 4.5/5 (11 download)

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Book Synopsis Computational Finance 1999 by : Yaser S. Abu-Mostafa

Download or read book Computational Finance 1999 written by Yaser S. Abu-Mostafa and published by MIT Press. This book was released on 2000 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.

Job Scheduling Strategies for Parallel Processing

Author : Dror G. Feitelson
Publisher : Springer Science & Business Media
ISBN 13 : 3540428178
Total Pages : 213 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Job Scheduling Strategies for Parallel Processing by : Dror G. Feitelson

Download or read book Job Scheduling Strategies for Parallel Processing written by Dror G. Feitelson and published by Springer Science & Business Media. This book was released on 2001-10-30 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the 7th International Workshop on Job Scheduling Strategies for Parallel Processing, JSSPP 2001, held in Cambridge, MA, USA, in June 2001. The 11 revised full papers presented were carefully selected and improved during two rounds of reviewing and revision, and present state-of-the-art results in the area.

Computer Performance Engineering

Author : Nigel Thomas
Publisher : Springer
ISBN 13 : 3642247490
Total Pages : 350 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Computer Performance Engineering by : Nigel Thomas

Download or read book Computer Performance Engineering written by Nigel Thomas and published by Springer. This book was released on 2012-01-28 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th European Performance Engineering Workshop, EPEW 2011, held in The English Lake District in October 2011. The 16 regular papers and 6 poster presentations papers presented together with 2 invited talks were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on performance-oriented design and analysis methods, model checking and validation, simulation techniques and experimental design, performability modelling and performance and power consumption tradeoffs.

Data Science for Wind Energy

Author : Yu Ding
Publisher : CRC Press
ISBN 13 : 0429956517
Total Pages : 400 pages
Book Rating : 4.4/5 (299 download)

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Book Synopsis Data Science for Wind Energy by : Yu Ding

Download or read book Data Science for Wind Energy written by Yu Ding and published by CRC Press. This book was released on 2019-06-04 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Science for Wind Energy provides an in-depth discussion on how data science methods can improve decision making for wind energy applications, near-ground wind field analysis and forecast, turbine power curve fitting and performance analysis, turbine reliability assessment, and maintenance optimization for wind turbines and wind farms. A broad set of data science methods covered, including time series models, spatio-temporal analysis, kernel regression, decision trees, kNN, splines, Bayesian inference, and importance sampling. More importantly, the data science methods are described in the context of wind energy applications, with specific wind energy examples and case studies. Please also visit the author’s book site at https://aml.engr.tamu.edu/book-dswe. Features Provides an integral treatment of data science methods and wind energy applications Includes specific demonstration of particular data science methods and their use in the context of addressing wind energy needs Presents real data, case studies and computer codes from wind energy research and industrial practice Covers material based on the author's ten plus years of academic research and insights

Stochastic Networks

Author : Paul Glasserman
Publisher : Springer Science & Business Media
ISBN 13 : 146124062X
Total Pages : 305 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic Networks by : Paul Glasserman

Download or read book Stochastic Networks written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample - by no means comprehensive - of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks.

ModelEd, TestEd, TrustEd

Author : Joost-Pieter Katoen
Publisher : Springer
ISBN 13 : 3319682709
Total Pages : 394 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis ModelEd, TestEd, TrustEd by : Joost-Pieter Katoen

Download or read book ModelEd, TestEd, TrustEd written by Joost-Pieter Katoen and published by Springer. This book was released on 2017-10-16 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift volume has been published in honor of Ed Brinksma, on the occasion of his 60th birthday. The contributions in this Festschrift are written by a number of Ed's former Ph.D. students and collaborators. The papers are a reflection on his research contributions and interests and all fall into the area of formal methods, or in Ed's terminology applied mathematics in computer science. The papers address modeling languages and semantics, model-based testing, verification and performance analysis, probabilistic computation, system dynamics, and applications of formal methods.

Monte Carlo and Quasi-Monte Carlo Methods 1996

Author : Harald Niederreiter
Publisher : Springer Science & Business Media
ISBN 13 : 1461216907
Total Pages : 463 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 1996 by : Harald Niederreiter

Download or read book Monte Carlo and Quasi-Monte Carlo Methods 1996 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Mobile Agents for Telecommunication Applications

Author : Samuel Pierre
Publisher : Springer
ISBN 13 : 3540446516
Total Pages : 304 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Mobile Agents for Telecommunication Applications by : Samuel Pierre

Download or read book Mobile Agents for Telecommunication Applications written by Samuel Pierre and published by Springer. This book was released on 2003-06-30 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Workshop on Mobile Agents for Telecommunication Applications, MATA 2001, held in Montreal, Canada in August 2001. The 26 revised full papers presented were carefully reviewed and selected for inclusion in the volume. Among the topics addressed are network management, mobile applications, nomadic computing, feature interaction, Internet applications, QoS managment, policy-based management, interactive multimedia, tele-learning, and computer telephony integration.

Ruin Probabilities (2nd Edition)

Author : Soren Asmussen
Publisher : World Scientific
ISBN 13 : 9814466921
Total Pages : 621 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Ruin Probabilities (2nd Edition) by : Soren Asmussen

Download or read book Ruin Probabilities (2nd Edition) written by Soren Asmussen and published by World Scientific. This book was released on 2010-09-09 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.

Modern Simulation and Modeling

Author : Reuven Y. Rubinstein
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Modern Simulation and Modeling by : Reuven Y. Rubinstein

Download or read book Modern Simulation and Modeling written by Reuven Y. Rubinstein and published by Wiley-Interscience. This book was released on 1998-03-09 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: A step-by-step guide for today's modeling and simulation practices This new guide for modeling and simulation of discrete-event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional simulation, then proceeds to modern simulation-treating sensitivity analysis and optimization in a wide range of systems that exhibit complex interaction of discrete events. These include communications networks, flexible manufacturing systems, PERT (project evaluation and review techniques) networks, queueing systems, and more. Less focused on theory than on presenting a clear approach to practical applications, Modern Simulation and Modeling: * Emphasizes concepts rather than mathematical completeness * Integrates references and explanations of complex topics into the body of the text * Provides an innovative chapter on rare-event probability estimation * Describes the implementation of the score function (SF) method using the NSO simulation package * Features 40 illustrations and numerous algorithms * Offers extensive, end-of-chapter exercise sets * Includes chapter bibliographies for further reading Modern Simulation and Modeling is an essential text for graduate students of DES and stochastic processes and for undergraduate students in simulation. It is also an excellent reference for professionals in statistics and probability, mathematics, and management science.