Engineering Risk C

by Yu Wang and Siu-Kui Au

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...

• Format: Hardcover
• Language: English
• ISBN: 1118398041
• ISBN13: 9781118398043
• Release Date: June 2014
• Publisher: Wiley
• Length: 300 Pages
• Weight: 1.41 lbs.
• Dimensions: 0.9" x 6.6" x 9.6"