Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
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Author / Producer
Date
2011
Publication Type
Doctoral Thesis
ETH Bibliography
yes
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Publication status
published
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Editor
Contributors
Examiner : Künsch, Hans R.
Examiner : Held, Leonhard
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Pages / Article No.
Publisher
ETH Zurich
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Subject
SELTENE EREIGNISSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS); STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); RARE EVENTS (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY)
Organisational unit
03217 - Künsch, Hans Rudolf (emeritus)