Introduction to Rare Event Simulation

Introduction to Rare Event Simulation by 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. This perspective allows us to view a vast assortment of simulation problems from a unified single per...

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Bibliographic Details
Main Author: Bucklew, James (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Statistics .
Computer simulation.
Probabilities.
Computer communication systems.
Operations research.
Management science.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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