Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models

Metadata Label Value
Author(s): Amrein, Michael
Publisher: ETH
Citation:

Amrein, Michael. Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models. ETH (2011). http://dx.doi.org/10.3929/ethz-a-006383172

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (97.40KB) , Fulltext (6.24MB)
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Detailed Information

Metadata Description
Title Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
Author(s) Amrein, Michael
Publication Place Zürich
Publisher ETH
Publication Date 2011
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19452, 2011
DOI http://dx.doi.org/10.3929/ethz-a-006383172
Subject(s) Mathematical Statistics
Keyword(s) RARE EVENTS
PROBABILITY THEORY
MARKOV PROCESSES
STOCHASTIC APPROXIMATION
MONTE CARLO METHODS
STOCHASTICS
Description File Name MIME Type Size
Abstract   eth-2498-01.pdf application/pdf 97.40KB
Fulltext   eth-2498-02.pdf application/pdf 6.24MB
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E-Collection record created: Sat, 26 Mar 2011, 05:26:37 CET