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Introduction to Rare Event Simulation by James Bucklew (Hardcover, 2004)

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Product Information

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 .

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387200781
eBay Product ID (ePID)
96177765

Product Key Features

Subject Area
Data Analysis
Author
James Bucklew
Publication Name
Introduction to Rare Event Simulation
Format
Hardcover
Language
English
Subject
Engineering & Technology, Computer Science, Mathematics, Management
Publication Year
2004
Type
Textbook
Number of Pages
268 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
1260g

Additional Product Features

Title_Author
James Bucklew
Series Title
Springer Series in Statistics
Country/Region of Manufacture
United States

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Introduction to Rare Event Simulation by James Bucklew (Hardcover, 2004)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Australian Guidebook for Structural Engineers by Lonnie Pack (Paperback, 2019)

Eduqas GCSE (9-1) Religious Studies Route B: Catholic Christianity and Judaism by Deirdre Cleary, Andrew Barron, Joy White, Patrick Harrison (Paperback, 2017)

Time Management by Peter Quarry (Paperback, 1986)

The Ethnic Cleansing of Palestine by Ilan Pappe (Paperback, 2007)

Save on Adult Learning & University

The Australian Native Bee Hive Book: Keeping Stingless Sugarbag OATH Tim Heard

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Netter Atlas of Human Anatomy: Classic Regional Approach

NEW The Red Book By Carl Jung Hardcover Free Shipping

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