Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

You searched for +publisher:"Delft University of Technology" +contributor:("Stano, P.M."). One record found.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters


Delft University of Technology

1. Cox, P.B. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.

Degree: 2013, Delft University of Technology

Verification of rare cascading events in interconnected Markov processes are of high interest in energy grids, computer networks, and banking systems. Small defaults may lead to a global cascade of failures in the network. In this work, the rare events of contagious bankruptcies of the interconnected banking system are verified by three adaptive parametric importance sampling methods, belonging to Monte Carlo simulation based approaches. All three methods show comparable results in terms of the accuracy and the convergence speed on the medium sized benchmark example. Additionally, we claim that the adaptive parametric importance sampling methods scale linearly in time with respect to the sample size. The sensitivities of large or small size banks are clearly different; the larger, well connected banks have a significantly higher probability to trigger cascading; whereas for small, well connected banks this increase in probability is not found. The probability of triggering cascading is comparable between the larger sized, low connected banks and all small sized banks disregard its degree of connectivity. The results are in line with literature, which makes the adaptive parametric importance sampling methods suitable for verification of the network sensitivity. Advisors/Committee Members: Abate, A., Tkachev, I., Blom, H.A.P., Stano, P.M..

Subjects/Keywords: Verification; Cascading Events; Stochastic Hybrid Systems; Importance Sampling

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cox, P. B. (2013). Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614

Chicago Manual of Style (16th Edition):

Cox, P B. “Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.” 2013. Masters Thesis, Delft University of Technology. Accessed February 20, 2019. http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614.

MLA Handbook (7th Edition):

Cox, P B. “Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:.” 2013. Web. 20 Feb 2019.

Vancouver:

Cox PB. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. [Internet] [Masters thesis]. Delft University of Technology; 2013. [cited 2019 Feb 20]. Available from: http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614.

Council of Science Editors:

Cox PB. Verification of Cascading Events in Interconnected Stochastic Systems: Using Adaptive Parametric Importance Sampling Methods:. [Masters Thesis]. Delft University of Technology; 2013. Available from: http://resolver.tudelft.nl/uuid:1ef9216e-d6f3-4687-88c5-d5fb9ce6b614

.