理學院: 數學研究所指導教授: 韓傳祥鄭哲修Cheng, Che-hsiuChe-hsiuCheng2017-03-062018-06-282017-03-062018-06-282015http://ntur.lib.ntu.edu.tw//handle/246246/276883本文說明在金融、土木工程以及風險管理常用的「設計點重要抽樣法」，其理論可以被整合入「高維度嵌入相對熵重要抽樣法」。This paper demonstrates that the design-point importance sampling, which is prevalent in civil and financial engineering as well as risk management, can be theoretically justified by using the high-dimensional embedding entropy-based importance sampling.論文使用權限: 不同意授權設計點重要抽樣法相對熵失敗區域保機率變換可靠度分析design pointimportance samplingrelative entropyfailure regioniso-probability transformationreliability analysisthesis