Introduction to Rare Event Simulation /

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. This perspective allows us to view a vast assortment of simulation problems from a unified single per...

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Bibliographic Details

Main Author:	Bucklew, James Antonio
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2004.
Series:	Springer series in statistics.
Subjects:	Statistics. Computer Communication Networks. Computer simulation. Engineering mathematics. Telecommunication. Electronic books.
Online Access:	Connect to the full text of this electronic book