An Introduction to Rare Event Simulation

出版者:Springer Verlag

作者:Bucklew, James A.

页数:260

出版时间:2004-3

价格:$ 168.37

装帧:HRD

isbn号码:9780387200781

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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.