Introduction to Rare Event Simulation

理论统计学

售   价:
1062.00
作      者
出  版 社
出版时间
2010年11月29日
装      帧
平装
ISBN
9781441918932
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页      码
260
语      种
英语
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图书简介

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. 978144191894901395

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