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Introduction to Rare Event Simulation - Springer Series in Statistics Softcover reprint of hardcover 1st ed. 2004 edition
James Bucklew
Introduction to Rare Event Simulation - Springer Series in Statistics Softcover reprint of hardcover 1st ed. 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.
273 pages, 4 black & white illustrations, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | November 29, 2010 |
ISBN13 | 9781441918932 |
Publishers | Springer-Verlag New York Inc. |
Pages | 268 |
Dimensions | 159 × 233 × 15 mm · 390 g |
Language | English |
See all of James Bucklew ( e.g. Hardcover Book and Paperback Book )