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Rare Event Simulation for Lightwave Systems Using the Cross-Entropy Method

Description:

Rare events are studied in an increasing number of areas, ranging from lightwave and optical communication systems, to industrial routing problems, to rogue ocean waves, to financial asset pricing, to the rare failure of something as common as Gaussian elimination, as well as numerous others. In optical communication systems, a...

Keyword:

solitons, NLS, rare events, cross entropy method, and SVD

Subject:

Applied Mathematics

Creator:

Graham Mauch Donovan

Owner:

Scholarly Digital Publishing

Date Uploaded:

09/07/2018

Date Modified:

09/07/2018

Date Created:

2008-05-08

Resource Type:

Dissertation