Introduction to Rare Event Simulation
| Author | : James Bucklew |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 262 |
| Release | : 2013-03-09 |
| ISBN-10 | : 9781475740783 |
| ISBN-13 | : 1475740786 |
| Rating | : 4/5 (786 Downloads) |
Book Synopsis Introduction to Rare Event Simulation by : James Bucklew
Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.