Sale!

Introduction to Rare Event Simulation 1st edition by James Bucklew ISBN 0387200789 978-0387200781

Original price was: $70.00.Current price is: $35.00.

Instant download Introduction to Rare Event Simulation by James Bucklew after payment

SKU: EB_89364 Category:

Introduction to Rare Event Simulation 1st edition by James Bucklew – Ebook PDF Instant Download/Delivery: 0387200789 , 978-0387200781
Full download Introduction to Rare Event Simulation 1st edition after payment

Introduction to Rare Event Simulation (Springer Series in Statistics)
Product details:

ISBN 10: 0387200789
ISBN 13: 978-0387200781
Author: James Bucklew

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. 

Introduction to Rare Event Simulation 1st Table of contents:

  1. Random Number Generation
  2. Variance Rate Theory of Conditional Importance Sampling
  3. The Large Deviations of Bias Point Selection
  4. Dhernoffs Bound and Asymptotic Expansions
  5. Gaussian Systems
  6. Universal Simulation Distributions
  7. Rare Event Simulation for Level Crossing and Queueing
  8. Blind Simulation
  9. The OverUnder Biasing Problem in Importance Sam
  10. A Convex Functions and Analysis 
  11. PseudoRandom Number Generator Programs

People also search for Introduction to Rare Event Simulation 1st :

an introduction to rare event simulation and importance sampling

simulation generates hit events

introduction to rare event simulation pdf

rare-event simulation

rare-event simulation techniques an introduction and recent advances

Tags: James Bucklew, Rare Event