DocumentCode
2776833
Title
Rare event simulation in stochastic models
Author
Shahabuddin, Perwez
Author_Institution
Dept. of Ind. Eng. & Oper. Res., Columbia Univ., New York, NY, USA
fYear
1995
fDate
3-6 Dec 1995
Firstpage
178
Lastpage
185
Abstract
We review fast simulation techniques used for estimating probabilities of rare events and related quantities in different types of stochastic models
Keywords
discrete event simulation; stochastic processes; fast simulation; rare event simulation; rare events; stochastic models; Computational modeling; Current control; Discrete event simulation; Industrial engineering; Monte Carlo methods; Operations research; Space missions; State-space methods; Stochastic processes; Telecommunication network reliability;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1995. Winter
Conference_Location
Arlington, VA
Print_ISBN
0-78033018-8
Type
conf
DOI
10.1109/WSC.1995.478721
Filename
478721
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