Rare Events in Complex Networks and Their Efficient Estimation
نویسندگان
چکیده
The dependence of our society on complex networks constantly grows with the worldwide increase in urbanization and globalization. As a result there is an increasing demand for understanding the behaviour of these networks. In particular, the probabilities of extreme events (rareoccurrence, high-impact) must be accurately estimated. In this work, a new Markov chain Monte Carlo method for efficient estimation of small probabilities of rare events in complex networks is presented.
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