Rare event simulation for electronic circuit design - Université Grenoble Alpes
Pré-Publication, Document De Travail Année : 2021

Rare event simulation for electronic circuit design

Xavier Jonsson
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Résumé

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 to tackle probabilities of the magnitude 10 −10. Not only can we compute very rare default probability, but we can also compute the quantile associated to a given default probability and its expected shortfall. We show the impressive efficiency of method on real circuits.
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Dates et versions

hal-03346622 , version 1 (16-09-2021)
hal-03346622 , version 2 (28-03-2022)

Identifiants

  • HAL Id : hal-03346622 , version 1

Citer

Xavier Jonsson, Jérôme Lelong. Rare event simulation for electronic circuit design. 2021. ⟨hal-03346622v1⟩
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