Rare event simulation using Monte Carlo methods
By: edited by Gerardo Rubino, Bruno Tuffin.
Contributors: Rubino, Gerardo, 1955-; Tuffin, Bruno.
Publisher: Wiley
Published: 2009
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 268
ISBN-13: 9780470772690
Subjects: Limit theorems (Probability theory); Monte Carlo method; System analysis -- Data processing; Digital computer simulation
Notes: Includes bibliographical references and index.