Rare event simulation for electronic circuit design
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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