Bucklew, James
Libros de: Bucklew, James
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Introduction To Rare Event Simulation.
Bucklew, James
Springer Verlag (2004)
- EAN: 9780387200781
- Páginas: 260
- Fecha de edición: 2004
pvp.85,75 €
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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 ...