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ISBN: 9780387200781

ID: 1171133

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. This perspective allows us to view a vast assortment of simulation problems from a unified single perspective. It gives a great deal of insight into the fundamental nature of rare event simulation. Until now, this area has a reputation among simulation practitioners of 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. Large deviation theory is a burgeoning area of probability theory and many of the results in it can be applied to simulation problems. Rather than try to be as complete as possible in the exposition of all possible aspects of the available theory, the book concentrates on demonstrating the methodology and the principal ideas in a fairly simple setting. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems. James A. Bucklew holds the rank of Professor with appointments in the Department of Electrical and Computer Engineering and in the Department of Mathematics at the University of Wisconsin-Madison. He is the author of "Large Deviation Techniques in Decision, Simulation, and Estimation." Introduction to Rare Event Simulation Bucklew, James Antonio, Springer

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2004, ISBN: 9780387200781

ID: 9780387200781

An Introduction to Rare Event Simulation: Hardback: Springer-Verlag New York Inc. : 9780387200781: 11 Mar 2004: 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. This book allows us to view a vast assortment of simulation problems from a unified single perspective. 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. 3d Graphics & Modelling, , , , An Introduction to Rare Event Simulation, James A. Bucklew, 9780387200781, Springer-Verlag New York Inc., , , , ,, [PU: Springer]

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MPN: , SKU 9780387200781 Shipping costs:Preise variieren je nach Lieferland., plus shipping costs
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2004, ISBN: 9780387200781

ID: 9780387200781

An Introduction to Rare Event Simulation: Hardback: Springer-Verlag New York Inc. : 9780387200781: 11 Mar 2004: 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. This book allows us to view a vast assortment of simulation problems from a unified single perspective. 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. 3d Graphics & Modelling, , , , , , , , , , , ,, [PU: Springer]

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ISBN: 9780387200781

[ED: Buch], [PU: Springer-Verlag GmbH], Neuware - 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., [SC: 0.00], Neuware, gewerbliches Angebot, 236x155x15 mm, [GW: 499g]

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2004, ISBN: 9780387200781

ID: 90345921

Springer Series in Statistics. Auflage 2004 Springer Series in Statistics. Auflage 2004 Bücher > Wissenschaft > Technik, [PU: Springer]

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Title: | ## Introduction to Rare Event Simulation |

ISBN: |

** Details of the book - Introduction to Rare Event Simulation**

EAN (ISBN-13): 9780387200781

ISBN (ISBN-10): 0387200789

Hardcover

Publishing year: 2004

Publisher: Springer-Verlag GmbH

260 Pages

Weight: 0,499 kg

Language: eng/Englisch

Book in our database since 13.06.2007 10:02:14

Book found last time on 29.03.2017 21:12:37

ISBN/EAN: 9780387200781

ISBN - alternate spelling:

0-387-20078-9, 978-0-387-20078-1

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