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Since 2019
Citations
24
9
h-index
2
1
i10-index
1
0
0
4
2
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
1
2
3
4
3
2
2
2
1
4
Co-authors
Henrik Hult
KTH, Department of Mathematics
Verified email at kth.se
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Thorbjörn Gudmundsson
KTH
, Department of Mathematics
Verified email at kth.se
Stochastic simulation
importance sampling
large deviations
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Year
Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
T Gudmundsson, H Hult
Journal of Applied Probability 51 (2), 359-376
, 2014
20
2014
Rare-event simulation with Markov chain Monte Carlo
T Gudmundsson
KTH Royal Institute of Technology
, 2015
2
2015
Markov chain Monte Carlo for risk measures
Y Suzuki, T Gudmundsson
2014 4th International Conference On Simulation And Modeling Methodologies …
, 2014
1
2014
Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings
T Gudmundsson
KTH Royal Institute of Technology
, 2013
1
2013
Markov chain Monte Carlo for rare-event simulation for Markov chains
T Gudmundsson, H Hult
2014
Markov chain Monte Carlo for rare-event simulation for light-tailed random walk
T Gudmundsson, H Hult
2014
Markov chain Monte Carlo for rare-event simulation for stochastic recurrence equations with heavy-tailed innovations
T Gudmundsson, H Hult
2014
MCMC Technique for Rare-Event Simulation for Heavy-Tailed SRE
T Gudmundsson
MCMC for computing probabilities of rare events
T Gudmundsson, H Hult
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