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Importance Sampling
Rajan Srinivasan
€ 132.59
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Description for Importance Sampling
Hardback. This text on fast stochastic simulation deals with methods of adaptive importance sampling (IS). The concept of IS is introduced and described with several numerical examples in the context of rare event simulation. The book also covers adaptive simulation and system parameter optimization. Num Pages: 242 pages, biography. BIC Classification: PBWL; UGK. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 15. Weight in Grams: 1190.
This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations ... Read more
This research monograph deals with fast stochastic simulation based on im portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli cations that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific and engineering processes. Their charac terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
242
Condition
New
Number of Pages
242
Place of Publication
Berlin, Germany
ISBN
9783540434207
SKU
V9783540434207
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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