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Rare event simulation using Monte Carlo methods

Rare event simulation using Monte Carlo methods [electronic resource] / edited by Gerardo Rubino and Bruno Tuffin. - Chichester, U.K. : Wiley, 2009. - viii, 268 p. : ill.

Includes index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.






Limit theorems (Probability theory)
Monte Carlo method.
System analysis--Data processing.
Digital computer simulation.


Electronic books.

QA273.67 / .R37 2009

519.2

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