By Topic

An Introduction to Monte Carlo Methods and Rare Event Simulation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Gerardo Rubino ; INRIA Rennes Bretagne Atlantique, Rennes, France ; Bruno Tuffin

This paper has two goals. First, it aims at introducing the basic notions of Monte Carlo simulation techniques, when those methods become relevant and how they can be applied efficiently. Simulation is indeed often the most performant model evaluation tool, and can even be the only solution technique to analyse complex models. Output analysis, through a properly designed confidence interval, and variance reduction techniques to get a better accuracy for the same amount of simulation time, will be discussed.

Published in:

Quantitative Evaluation of Systems, 2009. QEST '09. Sixth International Conference on the

Date of Conference:

13-16 Sept. 2009