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New: $116.10
Pub. price: $129.00
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09B9

Introduction to Rare Event Simulation
By Bucklew, James
New

ISBN: 1441918930 Publisher: Springer Verlag Published: Mar 11 2004 Pages: 272 Weight: 0.90lbs. Height: 9.25" Width: 6.25" Depth: 0.75" Language: English

Publisher's Comments
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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