Introduction to Rare Event Simulation formatIsbn:Hardcover - 9780387200781 standardize methodologies and agree upon

standardize methodologies and agree upon minimum criteria to make inter-study comparisons possible

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Introduction to Rare Event Simulation formatIsbn:Hardcover - 9780387200781 standardize methodologies and agree uponThis book is an attempt to present 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 framework allows us to view a vast assortment of simulation problems from a single unified perspective. It gives a great deal of insight into the fundamental nature of rare event simulation. Unfortunately, this area has a reputation