| 書目名稱 | Importance Sampling | | 副標(biāo)題 | Applications in Comm | | 編輯 | Rajan Srinivasan | | 視頻video | http://file.papertrans.cn/463/462706/462706.mp4 | | 概述 | Mathematically based book on the methods of importance sampling and statistics of detection with applications to digital communications | | 圖書封面 |  | | 描述 | 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 and engineering processes. Their charac- terization is especially important as their occurrence can have catastrophic consequences of varying proportions. Examples range from fracture due to material fatigue in engineering structures to exceedance of dangerous levels during river water floods to false target declarations in radar systems. Fast simulation using IS is essentially a forced Monte Carlo procedure designed to hasten the occurrence of rare events. Development of this simu- lation method of analysis of scientific phenomena is usually attributed to the mathematician von Neumann, and others. Since its inception, MC simula- tion has found a wide range of employment, from statistical thermodynamics in disordered systems to the analysis and design of engineering structures characterized by high complexity. Indeed, whenever an engine | | 出版日期 | Book 2002 | | 關(guān)鍵詞 | Detection Theory; Importance Sampling; Random variable; Signal Processing; algorithm; communication; optim | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-05052-1 | | isbn_softcover | 978-3-642-07781-4 | | isbn_ebook | 978-3-662-05052-1 | | copyright | Springer-Verlag Berlin Heidelberg 2002 |
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