Introduction to Rare Event Simulation

Download or Read eBook Introduction to Rare Event Simulation PDF 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.
Introduction to Rare Event Simulation
Author :
Publisher : Springer Science & Business Media
Total Pages : 262
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ISBN-10 : 9781475740783
ISBN-13 : 1475740786
Rating : 4/5 (83 Downloads)
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Book Synopsis Introduction to Rare Event Simulation by : James Bucklew

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.


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