Springer Series in Statistics Introduction to Rare Event Simulation

Type

Book

Authors

Bucklew ( Bucklew, James Antonio )

ISBN 10

0721628346

ISBN 13

9780387200781

Tags

Operations Research, Computer Simulation, Internet & Networking, Internet, Groupware, & Telecommunications, Networks, Protocols & APIs, Software, Telecommunications & Sensors, Probability & Statistics, Physics, Reference, Computer Science

Series Name

Springer Series in Statistics

Description

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. - from Amzon

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