Articles liés à Introduction to Rare Event Simulation

Introduction to Rare Event Simulation - Couverture rigide

Livre 73 sur 160: Springer Series in Statistics

Bucklew, James

 
9780387200781: Introduction to Rare Event Simulation
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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag New York Inc.
Date d'édition
2004
Langue
anglais
ISBN 10 
0387200789
ISBN 13 
9780387200781
Reliure
Relié
Nombre de pages
280
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