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Introduction to Rare Event Simulation (Hardcover, 2004 ed.): James Bucklew Introduction to Rare Event Simulation (Hardcover, 2004 ed.)
James Bucklew
R3,769 Discovery Miles 37 690
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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.

Introduction to Rare Event Simulation (Paperback, Softcover reprint of hardcover 1st ed. 2004): James Bucklew Introduction to Rare Event Simulation (Paperback, Softcover reprint of hardcover 1st ed. 2004)
James Bucklew
R3,445 Discovery Miles 34 450
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Ships in 10 - 15 working days

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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