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Rare event simulation using Monte Carlo methods / edited by Gerardo Rubino and Bruno Tuffin. - Chichester, England : Wiley, 2009. - viii, 268 p. : ill. ; 24 cm.

Includes index.

9780470772690 (cloth) 0470772697 (cloth)


Limit theorems (Probability theory)
Monte Carlo method.
System analysis--Data processing.
Digital computer simulation.

QA273.67

519.2 / R221

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