Introduction to Rare Event Simulation (Springer Series in Statistics)

by JamesBucklew (Author)

• New

  Hardcover
  2004

  $160.67

  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.