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Thorbjörn Gudmundsson
Thorbjörn Gudmundsson
KTH, Department of Mathematics
Verified email at kth.se
Title
Cited by
Cited by
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
202014
Rare-event simulation with Markov chain Monte Carlo
T Gudmundsson
KTH Royal Institute of Technology, 2015
22015
Markov chain Monte Carlo for risk measures
Y Suzuki, T Gudmundsson
2014 4th International Conference On Simulation And Modeling Methodologies …, 2014
12014
Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings
T Gudmundsson
KTH Royal Institute of Technology, 2013
12013
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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