Chapter: Stochastic Models

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Home > Introduction to Rare Event Simulation > Stochastic Models

Introduction to Rare Event Simulation |

Springer New York

Introduction to Rare Event Simulation

Stochastic Models

Chapter Info

Authors

James Antonio Bucklew

ARI Id

1664776814149_3174775

Access

Not Available Free

Pages

17-25

DOI

10.1007/978-1-4757-4078-3_2

Chapter URL

https://rd.springer.com/chapter/10.1007/978-1-4757-4078-3_2

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		I-XI
Random Number Generation	James Antonio Bucklew	1-16
Stochastic Models	James Antonio Bucklew	17-25
Large Deviation Theory	James Antonio Bucklew	27-55
Importance Sampling	James Antonio Bucklew	57-73
The Large Deviation Theory of Importance Sampling Estimators	James Antonio Bucklew	75-122
Variance Rate Theory of Conditional Importance Sampling Estimators	James Antonio Bucklew	123-139
The Large Deviations of Bias Point Selection	James Antonio Bucklew	141-149
Chernoff’s Bound and Asymptotic Expansions	James Antonio Bucklew	151-166
Gaussian Systems	James Antonio Bucklew	167-182
Universal Simulation Distributions	James Antonio Bucklew	183-193
Rare Event Simulation for Level Crossing and Queueing Models	James Antonio Bucklew	195-206
Blind Simulation	James Antonio Bucklew	207-215
The (Over-Under) Biasing Problem in Importance Sampling	James Antonio Bucklew	217-219
Tools and Techniques for Importance Sampling	James Antonio Bucklew	221-243
Back Matter		245-262
Chapters/Headings	Author(s)	Pages	Info

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