Advanced Monte Carlo Simulation Techniques for System Failure Probability Estimation

Enrico Zio ()
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Enrico Zio: Ecole Centrale Paris

Chapter Chapter 6 in The Monte Carlo Simulation Method for System Reliability and Risk Analysis, 2013, pp 109-156 from Springer

Abstract: Abstract In mathematical terms, the probability of the event F of system failure can be expressed as a multidimensional integral of the form.

Keywords: Failure Probability; Latin Hypercube Sampling; Limit State Function; Markov Chain Monte Carlo Simulation; Failure Domain (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/978-1-4471-4588-2_6

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