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Introduction to Rare Event Simulation - Springer Series in Statistics James Bucklew 2004 edition
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Introduction to Rare Event Simulation - Springer Series in Statistics
James Bucklew
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.
280 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2004. gada 11. marts |
| ISBN13 | 9780387200781 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 268 |
| Izmēri | 155 × 235 × 17 mm · 498 g |
| Valoda | Angļu |
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