Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
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Date
2011Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-a-006383172Publication status
publishedExternal links
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Publisher
ETH ZurichSubject
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
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ETH Bibliography
yes
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