Introduction to Rare Event Simulation is popular PDF and ePub book, written by James Bucklew in 2013-03-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Introduction to Rare Event Simulation can be Read Online from any device for your convenience.

Introduction to Rare Event Simulation Book PDF Summary

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.

Detail Book of Introduction to Rare Event Simulation PDF

Introduction to Rare Event Simulation
  • Author : James Bucklew
  • Release : 09 March 2013
  • Publisher : Springer Science & Business Media
  • ISBN : 9781475740783
  • Genre : Mathematics
  • Total Page : 262 pages
  • Language : English
  • PDF File Size : 16,9 Mb

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