LIBROS DEL AUTOR: rajan srinivasan

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  • Importance Sampling
    Rajan Srinivasan
    This research monograph deals with fast stochastic simulation based on im­ portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in appli­ cations that involve the estimation of probabilities of rare events. Rare events are often encountered in scientific a...
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