Rare event simulation using Monte Carlo methods

Author(s)

• Rubino, Gerardo
• Tuffin, Bruno

Bibliographic Information

Rare event simulation using Monte Carlo methods

edited by Gerardo Rubino and Bruno Tuffin

John Wiley & Sons, 2009

Note

Includes bibliographical references and index

• NCID: BA89756328
• ISBN:
  • 9780470772690
• LCCN: 2009004186
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: viii, 268 p.
• Size: 24 cm
• Classification:
  • DC22 : 519.534
• Subject Headings:
  • LCSH : Large deviations
  • LCSH : Monte Carlo method
  • LCSH : Limit theorems (Probability theory)
  • LCSH : System analysis -- Data processing
  • LCSH : Digital computer simulation