Titlebook: Introduction to Rare Event Simulation; James Antonio Bucklew Book 2004 Springer Science+Business Media New York 2004 Estimator.Probability

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HEED

https://doi.org/10.1007/978-1-4757-4078-3Estimator; Probability theory; Simulation; Variance; calculus; communication; statistics

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978-1-4419-1893-2Springer Science+Business Media New York 2004

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Introduction to Rare Event Simulation978-1-4757-4078-3Series ISSN 0172-7397 Series E-ISSN 2197-568X

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确保

Universal Simulation Distributions,n for the sequence of simulation distributions will not be easily available. In this chapter we present an alternate methodology leading to a new class of simulation distributions, which we call .. We discuss their use and propose and debate some numerical techniques needed for employing them.

Initiative

Blind Simulation,t be feasible analytically to derive the underlying probability law of the experiment. This is what we call a .: we have to estimate the probability of an event without complete knowledge of the underlying probability law. A very large class of practical simulation problems is blind.

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警告

Stochastic Models,me sort of dependent data or noise process to act as inputs to our simulation model. Many dependent stochastic models can be simulated in an obvious way from their definitions. Nevertheless, some tricks sometimes are useful and we present a few of the more common ones below.

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