Rare event simulation using Monte Carlo methods

Contributors

Preface

1. Introduction to Rare Event Simulation

Part I. Theory

2. Importance Sampling in Rare Event Simulation

3. Splitting Techniques

4. Robustness Properties and Confidence Interval Reliability Issues

Part II. Applications

5. Rare Event Simulation for Queues

6. Markovian Models for Dependability Analysis

7. Rare Event Analysis by Monte Carlo Techniques in Static Models

8. Rare Event Simulation and Counting Problems

9. Rare Event Estimation for a Large-Scale Stochastic Hybrid System with Air Traffic Application

10. Particle Transport Applications

11. Rare Event Simulation Methodologies in Systems Biology

Index