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.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






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


Electronic books.

QA273.67 / .R37 2009eb

519.2