Estimation of rare event probabilities in stochastic networks with exponential and beta probability distributions

MaRDI QIDQ5306158zbMATH OpenFDO

Authors Tamás Szántai, Ashraf A. Gouda

Publication date 8 April 2010

zbMATH Keywords

stochastic networks

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

Recommendations

• Rare event probabilities in stochastic networks
• A study on the cross-entropy method for rare-event probability estimation
• Importance sampling in rare event simulation
• Importance sampling simulations of Markovian reliability systems using cross-entropy
• The cross-entropy method with patching for rare-event simulation of large Markov chains

Cited in

(4)

• Rare event probabilities in stochastic networks
• A new simulation method based on the RVR principle for the rare event network reliability problem
• Estimation of relative risk for events on a linear network
• scientific article; zbMATH DE number 2146621 (Why is no real title available?)

This page was built for publication: Estimation of rare event probabilities in stochastic networks with exponential and beta probability distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5306158)