Introduction to Rare Event Simulation - Springer Series in Statistics
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Published By Springer New York

9781441918932, 9781475740783

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Universal Simulation Distributions

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_10 ◽

2004 ◽

pp. 183-193

Author(s):

James Antonio Bucklew

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Gaussian Systems

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_9 ◽

2004 ◽

pp. 167-182

Author(s):

James Antonio Bucklew

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The Large Deviation Theory of Importance Sampling Estimators

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_5 ◽

2004 ◽

pp. 75-122

Author(s):

James Antonio Bucklew

Keyword(s):

Importance Sampling ◽

Large Deviation ◽

Large Deviation Theory ◽

Deviation Theory

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Large Deviation Theory

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_3 ◽

2004 ◽

pp. 27-55

Author(s):

James Antonio Bucklew

Keyword(s):

Large Deviation ◽

Large Deviation Theory ◽

Deviation Theory

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Tools and Techniques for Importance Sampling

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_14 ◽

2004 ◽

pp. 221-243

Author(s):

James Antonio Bucklew

Keyword(s):

Importance Sampling ◽

Tools And Techniques

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Variance Rate Theory of Conditional Importance Sampling Estimators

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_6 ◽

2004 ◽

pp. 123-139

Author(s):

James Antonio Bucklew

Keyword(s):

Importance Sampling ◽

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Rare Event Simulation for Level Crossing and Queueing Models

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_11 ◽

2004 ◽

pp. 195-206

Author(s):

James Antonio Bucklew

Keyword(s):

Queueing Models ◽

Rare Event Simulation ◽

Level Crossing ◽

Event Simulation

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Stochastic Models

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_2 ◽

2004 ◽

pp. 17-25

Author(s):

James Antonio Bucklew

Keyword(s):

Stochastic Models

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Random Number Generation

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_1 ◽

2004 ◽

pp. 1-16

Author(s):

James Antonio Bucklew

Keyword(s):

Random Number ◽

Random Number Generation ◽

Number Generation

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Importance Sampling

Introduction to Rare Event Simulation - Springer Series in Statistics ◽

10.1007/978-1-4757-4078-3_4 ◽

2004 ◽

pp. 57-73

Author(s):

James Antonio Bucklew

Keyword(s):

Importance Sampling

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