Rare event simulation for electronic circuit design
نویسندگان
چکیده
In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us tackle probabilities the magnitude 10 -10 . Not only can compute very default probability, but also quantile associated given probability and its expected shortfall. We show impressive efficiency method real circuits.
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ژورنال
عنوان ژورنال: MathematicS in action
سال: 2022
ISSN: ['2102-5754']
DOI: https://doi.org/10.5802/msia.19