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Introduction to Rare Event Simulation - Springer Series in Statistics 2004 edition
James Bucklew
Introduction to Rare Event Simulation - Springer Series in Statistics 2004 edition
James Bucklew
This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.
280 pages, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | March 11, 2004 |
ISBN13 | 9780387200781 |
Publishers | Springer-Verlag New York Inc. |
Pages | 268 |
Dimensions | 155 × 235 × 17 mm · 498 g |
Language | English |
See all of James Bucklew ( e.g. Hardcover Book and Paperback Book )