Special Issue on Rare Event Simulation

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  • Special Issue on Rare Event Simulation Book Detail

  • Author :
  • Release Date : 1998
  • Publisher :
  • Genre :
  • Pages : 99
  • ISBN 13 :
  • File Size : 39,39 MB

Special Issue on Rare Event Simulation by PDF Summary

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Introduction to Rare Event Simulation

Introduction to Rare Event Simulation

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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 pro