ISBN: 9780387200781
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2003, ISBN: 9780387200781
This book is an attempt to present a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic … More...
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2004, ISBN: 0387200789
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ISBN: 9780387200781
~ BRAND NEW!! Quick & Free Delivery in 2-14 days ~, INTRODUCTION TO RARE EVENT SIMULATION (SPRINGER SERIES IN STATISTICS) By James Bucklew - Hardcover **BRAND NEW**. Free Shipping On All … More...
2003, ISBN: 9780387200781
This book is an attempt to present a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic … More...
2004
ISBN: 0387200789
2004 Gebundene Ausgabe Ingenieur, Mathematik / Statistik, Statistik, Unternehmensforschung, Wahrscheinlichkeitsrechnung und Statistik, Mathematik für Ingenieure, Netzwerk-Hardware, Comp… More...
2004, ISBN: 0387200789
[EAN: 9780387200781], Used, very good, [PU: Springer], Books
2004, ISBN: 0387200789
[EAN: 9780387200781], New book, [PU: Springer], New!, Books
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Details of the book - Introduction to Rare Event Simulation by James Bucklew Hardcover | Indigo Chapters
EAN (ISBN-13): 9780387200781
ISBN (ISBN-10): 0387200789
Hardcover
Publishing year: 2004
Publisher: James Bucklew
260 Pages
Weight: 0,499 kg
Language: eng/Englisch
Book in our database since 2007-06-13T04:02:14-04:00 (New York)
Detail page last modified on 2024-01-11T05:34:29-05:00 (New York)
ISBN/EAN: 9780387200781
ISBN - alternate spelling:
0-387-20078-9, 978-0-387-20078-1
Alternate spelling and related search-keywords:
Book author: antonio, buckle, springer, james madison
Book title: springer series, introduction, simulation, event one
Information from Publisher
Author: James Bucklew
Title: Springer Series in Statistics; Introduction to Rare Event Simulation
Publisher: Springer; Springer US
268 Pages
Publishing year: 2004-03-11
New York; NY; US
Language: English
131,99 € (DE)
BB; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Estimator; Probability theory; Simulation; Variance; calculus; communication; statistics; Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences; Computer Modelling; Probability Theory; Computer Communication Networks; Operations Research, Management Science; Mathematical and Computational Engineering Applications; Computermodellierung und -simulation; Stochastik; Netzwerk-Hardware; Unternehmensforschung; Mathematik für Ingenieure; BC
1. Random Number Generation.- 2. Stochastic Models.- 3. Large Deviation Theory.- 4. Importance Sampling.- 5. The Large Deviation Theory of Importance Sampling Estimators.- 6. Variance Rate Theory of Conditional Importance Sampling Estimators.- 7. The Large Deviations of Bias Point Selection.- 8. Chernoff’s Bound and Asymptotic Expansions.- 9. Gaussian Systems.- 10. Universal Simulation Distributions.- 11. Rare Event Simulation for Level Crossing and Queueing Models.- 12. Blind Simulation.- 13. The (Over-Under) Biasing Problem in Importance Sampling.- 14. Tools and Techniques for Importance Sampling.- A. Convex Functions and Analysis.- B. A Covering Lemma.- C. Pseudo-Random Number Generator Programs.- References.More/other books that might be very similar to this book
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