Importance Sampling - Applications in Communications and Detection (Paperback, Softcover reprint of hardcover 1st ed. 2002)

This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by nu merical techniques prohibitively expensive computationally, a last resort to determine the input-output characteristics of, or states within, a system is to carry out a simulation."

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Release date:	December 2010
First published:	2002
Authors:	Rajan Srinivasan
Dimensions:	235 x 155 x 13mm (L x W x T)
Format:	Paperback
Pages:	242
Edition:	Softcover reprint of hardcover 1st ed. 2002
ISBN-13:	978-3-642-07781-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > Applications of computing > Computer modelling & simulation Books > Professional & Technical > Electronics & communications engineering > Communications engineering / telecommunications > General Books > Computing & IT > Applications of computing > Artificial intelligence > General Promotions
LSN:	3-642-07781-1
Barcode:	9783642077814

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