£88.17

Springer Introduction to Rare Event Simulation (Springer Series in Statistics)

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£88.17 £85.62 £86.17 £86.73 £87.29 £87.85 £88.40 26 April 2026 12 May 2026 29 May 2026 14 June 2026 01 July 2026

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Description

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling. Until now, this area has had a reputation among simulation practitioners as 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. The book contains over 50 figures and detailed simulation case studies covering a wide variety of application areas including statistics, telecommunications, and queueing systems.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
29 November 2010
Listed Since
06 July 2010

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