Change search
ReferencesLink to record
Permanent link

Direct link
Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2013 (English)Licentiate thesis, monograph (Other academic)
Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology, 2013. , vi, 41 p.
National Category
Probability Theory and Statistics
URN: urn:nbn:se:kth:diva-134624OAI: diva2:667364
2013-12-17, Rum 3721, Institutionen för Matematik, Lindstedtsvägen 25, KTH, Stockholm, 13:15 (English)
Available from: 2013-11-27 Created: 2013-11-26 Last updated: 2013-11-27Bibliographically approved

Open Access in DiVA

mcmc_lic(468 kB)26 downloads
File information
File name FULLTEXT01.pdfFile size 468 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Gudmundsson, Thorbjörn
By organisation
Mathematical Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 26 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 128 hits
ReferencesLink to record
Permanent link

Direct link