Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
dc.contributor.author
Amrein, Michael
dc.contributor.supervisor
Künsch, Hans R.
dc.contributor.supervisor
Held, Leonhard
dc.date.accessioned
2020-05-12T09:01:38Z
dc.date.available
2017-06-09T16:48:33Z
dc.date.available
2017-08-10T14:21:16Z
dc.date.available
2020-05-12T09:01:38Z
dc.date.issued
2011
dc.identifier.uri
http://hdl.handle.net/20.500.11850/40027
dc.identifier.doi
10.3929/ethz-a-006383172
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
SELTENE EREIGNISSE (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS)
en_US
dc.subject
STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK)
en_US
dc.subject
MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
RARE EVENTS (PROBABILITY THEORY)
en_US
dc.subject
MARKOV PROCESSES (PROBABILITY THEORY)
en_US
dc.title
Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
141 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.identifier.diss
19452
en_US
ethz.identifier.nebis
006383172
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
03217 - Künsch, Hans Rudolf
en_US
ethz.leitzahl.certified
03217 - Künsch, Hans Rudolf
ethz.date.deposited
2017-06-09T16:48:46Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp59364e8e8b0f547874
ethz.identifier.importid
imp59366afda19c834655
ethz.ecolpid
eth:2498
ethz.ecitpid
pub:67134
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-13T05:20:59Z
ethz.rosetta.lastUpdated
2021-02-15T10:58:20Z
ethz.rosetta.versionExported
true
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Publikationstyp
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Doctoral Thesis [29815]