Title :
Rare event simulation in stochastic models
Author :
Shahabuddin, Perwez
Author_Institution :
Dept. of Ind. Eng. & Oper. Res., Columbia Univ., New York, NY, USA
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;
Conference_Titel :
Simulation Conference Proceedings, 1995. Winter
Conference_Location :
Arlington, VA
Print_ISBN :
0-78033018-8
DOI :
10.1109/WSC.1995.478721
