Estimation of failure probabilities of linear dynamic systems by importance sampling
type: Item
instance of: scholarly article
title: Estimation of failure probabilities of linear dynamic systems by importance sampling
zbMATH Open document ID: 1193.62177
DOI: 10.1007/BF02716785
author: Anna Ivanova Olsen
author: A. Naess
published in: Sādhanā
publication date: 2008-10-20T00:00:00Z
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5354437
zbMATH Keywords: time-variant reliability
MaRDI profile type: Publication
cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
cites work: Q3374282
cites work: Importance sampling for randomly excited dynamical systems
cites work: Variance Reduction for Simulated Diffusions
cites work: Q4023098
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description: scientific article; zbMATH DE number 5354437