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...

~ 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 Domestic Orders Home About View All Products Contact INTRODUCTION TO RARE EVENT SIMULATION (SPRINGER SERIES IN By James Bucklew *NEW* INTRODUCTION TO RARE EVENT SIMULATION (SPRINGER SERIES IN STATISTICS) By James Bucklew - Hardcover **BRAND NEW** Item specifics ISBN-10: 0387200789 Author: Bucklew, James Format: Illustrated Genre: MATHEMATICS Publisher: Springer Publication Year: 2004 Number Of Pages: 268 Binding: Hardcover Item Dimensions: 6.14x0.69x9.21 Inches Package Dimensions: 9.21x6.3x0.71 Inches Book is New.  Unread.  Gift Giving condition.  Satisfaction is guaranteed with every order. General Shipping Terms Returns About Us FREE SHIPPING PLUS FREE RETURNS* Ships in 1-2 Business Days We care as much about your item as you do which is why each item is carefully packaged to ensure a safe delivery. 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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...

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 theory of large deviations. This framework allows us to view a vast assortment of simulation problems from a single unified perspective. It gives a great deal of insight into the fundamental nature of rare event simulation. Unfortunately, this area has a reputation among simulation practitioners of requiring a great deal of technical and probabilistic expertise. In this text, I have tried to keep the mathematical preliminaries to a minimum; the only prerequisite is a single large deviation theorem dealing with sequences of Rd­ valued random variables. (This theorem and a proof are given 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, I have tried to concentrate on demonstrating the methodology and the principal ideas in a fairly simple setting. Madison, Wisconsin 2003 James Antonio Bucklew Contents 1. Random Number Generation . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . 1.1 Uniform Generators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Nonuniform Generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.2.1 The Inversion Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.2.2 The Acceptance---Rejection Method . . . . . . . . . . . . 10 . . . . . 1.3 Discrete Distributions . . . . . . . . . . . . . . . . . . . . . . . . 13 . . . . . . . . . . . 1.3.1 Inversion by Truncation of a Continuous Analog. . . . . . 14 1.3.2 Acceptance---Rejection . . . . . . . . . . . . . . . . . . . . 15 . . . . . . . . ., Springer<

2004, ISBN: 0387200789

2004 Gebundene Ausgabe Ingenieur, Mathematik / Statistik, Statistik, Unternehmensforschung, Wahrscheinlichkeitsrechnung und Statistik, Mathematik für Ingenieure, Netzwerk-Hardware, Comp… More...

2004 Gebundene Ausgabe Ingenieur, Mathematik / Statistik, Statistik, Unternehmensforschung, Wahrscheinlichkeitsrechnung und Statistik, Mathematik für Ingenieure, Netzwerk-Hardware, Computermodellierung und -simulation, Estimator; Probabilitytheory; Variance; calculus; communication; Statistics, met couverture 11, [PU:Springer New York; Springer US, New York, N.Y.]<

2004, ISBN: 0387200789

[EAN: 9780387200781], New book, [PU: Springer], New!, Books