Bucklew, James

Libros de: Bucklew, James

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  • Introduction To Rare Event Simulation.

    Bucklew, James

    Springer Verlag (2004)

    valoración

    • EAN: 9780387200781
    • Páginas: 260
    • Fecha de edición: 2004

    pvp.85,75 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...