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When rare events have a potentially catastrophic impact there is a clear need to accurately estimate their likelihood. The probability of such events cannot be expressed with a mathematical formula due to the complex nature of the underlying system and is typically estimated via simulation. Krzysztof Bisewski considers possible errors arising while estimating rare-event probabilities.

Detail Summary
Date 15 October 2019
Time 12:00 - 13:00
Location Agnietenkapel

K.Ł. Bisewski: Rare Event Simulation and Time Discretization.

Supervisor

Prof. D.T. Crommelin

Prof. M.R.H. Mandjes

Co-supervisor

Prof. J.H. van Zanten

Agnietenkapel
Agnietenkapel

Oudezijds Voorburgwal 229 - 231
1012 EZ Amsterdam