02515cam a2200565Ma 4500 ocn875098579 OCoLC 20171031090307.0 m o d cr cnu---unuuu 140329s2014 si ob 001 0 eng d 9781118398050 (electronic bk.) 111839805X (electronic bk.) 1306550645 9781306550642 9781118398067 1118398068 CHBIS 010259597 CHVBK 325940827 DEBBG BV043396643 DEBSZ 423055089 DEBSZ 431658668 DEBSZ 449421759 NZ1 15581259 (OCoLC)875098579 (OCoLC)900168752 EBLCP eng pn EBLCP IDEBK DG1 CDX OCLCQ OKU DEBSZ YDXCP DEBBG OCLCQ MAIN TA330 .A839 2014 519.2 Au, Siu-Kui. Engineering risk assessment with subset simulation / Siu-Kui Au, Yu Wang. [electronic resource] Singapore : Wiley, 2014. 1 online resource (337 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references and index. This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. It then introduces a class of powerful simulation techniques called Markov Chain Monte Carlo method (MCMC), an important machinery behind Subset Simulation that allows one to generate samples for investigating rare scenarios in a probabilistically consistent manner. The theory of Subset Simulation is then presented, addressing related practical issues encountered in th. Print version record. Engineering design Mathematics. Risk assessment Mathematics. Engineering design Mathematics. Risk assessment Mathematics. Set theory. Electronic books. Wang, Yu, 1977- Print version: Au, Siu-Kui. Engineering Risk Assessment with Subset Simulation. Hoboken : Wiley, ©2014 9781118398043 http://onlinelibrary.wiley.com/book/10.1002/9781118398050 Wiley Online Library ddc BK 207347 207347