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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
Identifiers
URN: urn:nbn:se:kth:diva-134624OAI: oai:DiVA.org:kth-134624DiVA: diva2:667364
Presentation
2013-12-17, Rum 3721, Institutionen för Matematik, Lindstedtsvägen 25, KTH, Stockholm, 13:15 (English)
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Available from: 2013-11-27 Created: 2013-11-26 Last updated: 2013-11-27Bibliographically approved

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mcmc_lic(468 kB)49 downloads
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File name FULLTEXT01.pdfFile size 468 kBChecksum SHA-512
b48d654fd661c6be3cc81df0527fac6b04e35c4bb05842257d0cddb05d4341d1d38d29c1250a3e5577b931c05e87ce293a8d6e8e1911808f5fb60c92d5f307fd
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf