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"item_title" : "Introduction to Rare Event Simulation",
"item_author" : [" James Bucklew "],
"item_description" : "This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling. Until now, this area has had a reputation among simulation practitioners as requiring a great deal of technical and probabilistic expertise. This text keeps the mathematical preliminaries to a minimum with the only prerequisite being a single large deviation theory result that is given and proved in the text. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems.",
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Introduction to Rare Event Simulation
Overview
This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling. Until now, this area has had a reputation among simulation practitioners as requiring a great deal of technical and probabilistic expertise. This text keeps the mathematical preliminaries to a minimum with the only prerequisite being a single large deviation theory result that is given and proved in the text. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems.
This item is Non-Returnable
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Details
- ISBN-13: 9781441918932
- ISBN-10: 1441918930
- Publisher: Springer
- Publish Date: November 2010
- Dimensions: 9.21 x 6.14 x 0.58 inches
- Shipping Weight: 0.86 pounds
- Page Count: 268
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