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Introduction to Rare Event Simulation (Springer Series in Statistics)

James Bucklew




[PDF.lq41] Introduction to Rare Event Simulation (Springer Series in Statistics)

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 | #3498719 in Books |  2004-03-11 | Original language:English | PDF # 1 |  9.21 x.69 x6.14l,1.10 | File type: PDF | 268 pages

||0 of 5 people found the following review helpful.| Five Stars|By Jim X.|Thanks| ||From the reviews: |"On the whole, Introduction to Rare Event Simulation succeeds at its stated goal, providing a good overview of importance sampling from the perspective of large deviations." Journal of the American Statistical Association, Sept

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.



You easily download any file type for your gadget.Introduction to Rare Event Simulation (Springer Series in Statistics)   |  James Bucklew. Which are the reasons I like to read books. Great story by a great author.

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