Au, Siu-Kui. creator Wang, Yu 1977- text bibliography Electronic books. si Singapore Wiley 2014 monographic eng

electronic resource

1 online resource (337 pages) 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. Siu-Kui Au, Yu Wang. Includes bibliographical references and index. Engineering design Mathematics Risk assessment Mathematics Engineering design Mathematics Risk assessment Mathematics Set theory TA330 .A839 2014 519.2 Au, Siu-Kui. Hoboken : Wiley, ©2014 9781118398050 111839805X 1306550645 9781306550642 http://onlinelibrary.wiley.com/book/10.1002/9781118398050 http://onlinelibrary.wiley.com/book/10.1002/9781118398050 EBLCP 140329 20171031090307.0 ocn875098579 eng