Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
HICSS '98 Proceedings of the Thirty-First Annual Hawaii International Conference on System Sciences - Volume 3
Monte Carlo Statistical Methods (Springer Texts in Statistics)
Monte Carlo Statistical Methods (Springer Texts in Statistics)
Introduction to Rare Event Simulation
Introduction to Rare Event Simulation
Hi-index | 0.00 |
This paper addresses computer simulation of cascading failures in electric power systems. The paper analyzes the convergence rates of estimator variance in importance sampling and in random search strategies. A uniform search strategy based on the Metropolis algorithm is proposed.