|May 29, 2018|
Introduction to Rare Event Simulation
In many practical problems, system models are too complicated to be analyzed through analytical or numerical techniques. In these cases simulation is the only available option. When dealing with rare events (events that occurs with very low probability), standard simulation techniques are not effective and specific techniques need to be developed. In this speech the general idea behind most common rare event simulation techniques is introduced, providing basic knowledge of the topic.
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