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Introduction to Rare Event Simulation

Name: Introduction to Rare Event Simulation
Brand: Springer
SKU: 9780387200781
Price: 13873.00 INR
Availability: InStock
ISBN: 9780387200781

INTRO TO RARE EVENT SIMULATION

Contributor(s): Bucklew, James Author Format: Hardback

Hardback · ISBN 9780387200781

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Key Specifications

ISBN	9780387200781
Subtitle	INTRO TO RARE EVENT SIMULATION
Publisher	Springer
Publication date	March 2004
Language	English
MRP	£109.99 GBP
Page count	280
Item weight	126 g

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling. Until now, this area has had a reputation among simulation practitioners as requiring a great deal of technical and probabilistic expertise. This text keeps the mathematical preliminaries to a minimum with the only prerequisite being a single large deviation theory result that is given and proved in the text. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems.

Introduction to Rare Event Simulation

Key Specifications

Bucklew, James Author

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