Introduction to Rare Event Simulation - Couverture rigide

Bucklew, James

Couverture rigide

ISBN 10 : 0387200789 ISBN 13 : 9780387200781

Editeur : Springer-Verlag New York Inc., 2004

Synopsis

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling. Until now, this area has had a reputation among simulation practitioners as requiring a great deal of technical and probabilistic expertise. This text keeps the mathematical preliminaries to a minimum with the only prerequisite being a single large deviation theory result that is given and proved in the text. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 0387200789
• ISBN 13: 9780387200781
• Reliure: Relié
• Nombre de pages: 268
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne