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James A. Bucklew - Introduction to Rare Event Simulation - 9780387200781 - V9780387200781
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Introduction to Rare Event Simulation

€ 166.23
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Description for Introduction to Rare Event Simulation hardcover. 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. This book allows us to view a vast assortment of simulation problems from a unified single perspective. Series: Springer Series in Statistics. Num Pages: 280 pages, biography. BIC Classification: PBT; UGK. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 17. Weight in Grams: 500.
This book is an attempt to present 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. This framework allows us to view a vast assortment of simulation problems from a single unified perspective. It gives a great deal of insight into the fundamental nature of rare event simulation. Unfortunately, this area has a reputation among simulation practitioners of requiring a great deal of technical and probabilistic expertise. In this text, I have tried to keep the mathematical preliminaries to a minimum; ... Read more

Product Details

Format
Hardback
Publication date
2004
Publisher
Springer/Sci-Tech/Trade United States
Number of pages
280
Condition
New
Series
Springer Series in Statistics
Number of Pages
268
Place of Publication
New York, NY, United States
ISBN
9780387200781
SKU
V9780387200781
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Introduction to Rare Event Simulation
From the reviews: "On the whole, Introduction to Rare Event Simulation succeeds at its stated goal, providing a good overview of importance sampling from the perspective of large deviations." Journal of the American Statistical Association, September 2005 "The main purpose of this book is to present a unified theory of rare event simulation and the variance ... Read more

Goodreads reviews for Introduction to Rare Event Simulation


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