Rare event simulation for electronic circuit design
Probability
2021-09-20 v1 Applications
Abstract
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.
Cite
@article{arxiv.2109.08393,
title = {Rare event simulation for electronic circuit design},
author = {Xavier Jonsson and Jérôme Lelong},
journal= {arXiv preprint arXiv:2109.08393},
year = {2021}
}