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Cover image for Rare event simulation using Monte Carlo methods
Title:
Rare event simulation using Monte Carlo methods
Author:
Rubino, Gerardo, 1955-
ISBN:
9780470745410
Publication Information:
Chichester, U.K. : Wiley, 2009.
Physical Description:
1 online resource (viii, 268 p.) : ill.
Subject Term:
Limit theorems (Probability theory)

Monte Carlo method.

System analysis -- Data processing.

Digital computer simulation.
Added Author:
Rubino, Gerardo, 1955-

Tuffin, Bruno.
Electronic Access:
John Wiley http://dx.doi.org/10.1002/9780470745403
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