Introduction to Rare Event Simulation (Springer Series in Statistics)

Introduction to Rare Event Simulation (Springer Series in Statistics)

by JamesBucklew (Author)

Synopsis

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.

$154.73

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 271
Publisher: Springer
Published: 06 Apr 2004

ISBN 10: 0387200789
ISBN 13: 9780387200781