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Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

A Practical Approach

1st Edition - October 16, 2015

Authors: Jerome Morio, Mathieu Balesdent

Language: English
Hardback ISBN:
9 7 8 - 0 - 0 8 - 1 0 0 0 9 1 - 5
eBook ISBN:
9 7 8 - 0 - 0 8 - 1 0 0 1 1 1 - 0

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods ha… Read more

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

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Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases.