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Introduction to Rare Event Simulation
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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 … Altro …

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Introduction to Rare Event Simulation - copertina rigida, flessible

2004

ISBN: 0387200789

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

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Introduction to Rare Event Simulation (Springer Series in Statistics) - copertina rigida, flessible

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Introduction to Rare Event Simulation (Springer Series in Statistics) - copertina rigida, flessible

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Dettagli del libro
Introduction to Rare Event Simulation by James Bucklew Hardcover | Indigo Chapters

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.

Informazioni dettagliate del libro - Introduction to Rare Event Simulation by James Bucklew Hardcover | Indigo Chapters


EAN (ISBN-13): 9780387200781
ISBN (ISBN-10): 0387200789
Copertina rigida
Anno di pubblicazione: 2004
Editore: James Bucklew
260 Pagine
Peso: 0,499 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2007-06-13T10:02:14+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2024-01-11T11:34:29+01:00 (Zurich)
ISBN/EAN: 9780387200781

ISBN - Stili di scrittura alternativi:
0-387-20078-9, 978-0-387-20078-1
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : antonio, buckle, springer, james madison
Titolo del libro: springer series, introduction, simulation, event one


Dati dell'editore

Autore: James Bucklew
Titolo: Springer Series in Statistics; Introduction to Rare Event Simulation
Editore: Springer; Springer US
268 Pagine
Anno di pubblicazione: 2004-03-11
New York; NY; US
Stampato / Fatto in
Peso: 1,260 kg
Lingua: Inglese
128,39 € (DE)
131,99 € (AT)
142,00 CHF (CH)
POD
XII, 268 p.

BB; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences; Hardcover, Softcover / Naturwissenschaften allgemein; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Estimator; Probability theory; Simulation; Variance; calculus; communication; statistics; Simulation and Modeling; Probability Theory and Stochastic Processes; Computer Communication Networks; Operations Research, Management Science; Mathematical and Computational Engineering; 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; EA

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.

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