Estimation of small failure probabilities in high dimensions by subset simulation

Probabilistic Engineering Mechanics

Volumn 16, Issue 4, 2001, Pages 263-277

  Au, Siu Kui ^a   Beck, James L ^a  

^a California Institute of Technology   (United States)

Author keywords

First excursion probability; First passage problem; Markov chain Monte Carlo method; Metropolis algorithm; Monte Carlo simulation; Reliability

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; FAILURE ANALYSIS; MARKOV PROCESSES; MONTE CARLO METHODS; OSCILLATORS (ELECTRONIC); RELIABILITY THEORY; SET THEORY; WHITE NOISE;

FAILURE PROBABILITIES;

PROBABILISTIC LOGICS;

EID: 0035472117     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(01)00019-4     Document Type: Article

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