TY  - BOOK
AU  - Au,Siu-Kui
AU  - Wang,Yu
TI  - Engineering risk assessment with subset simulation
SN  - 9781118398050
AV  - TA330 .A839 2014
U1  - 519.2 
PY  - 2014///
CY  - Singapore
PB  - Wiley
KW  - Engineering design
KW  - Mathematics
KW  - Risk assessment
KW  - Set theory
KW  - Electronic books
N1  - Includes bibliographical references and index
N2  - 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 in a probabilistically consistent manner. The theory of Subset Simulation is then presented, addressing related practical issues encountered in th
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118398050
ER  -