Introduction to rare-event simulation

Speaker:

Pieter-Tjerk de Boer

Date:

18. March 2011

Time:

12:30

Room:

Zi-5126

Abstract:

Rare-event simulation techniques can be useful for efficiently evaluation performance and dependability measures in stochastic models of e.g. communication systems. This talk will be an introduction to this topic for non-specialists, using a simple example to illustrate the basic principles, possibilities and difficulties. The goal is to raise awareness of the existence of such techniques (of which expertise is available within in DACS), and thus see whether other research activities within DACS could benefit from them.