Thorbjörn Gudmundsson

Thorbjörn Gudmundsson

Royal Institute of Technology - Stockholm / Sweden
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5178665
KTH Royal Institute of Technology
person_outline Thorbjörn Gudmundsson's MOST POPULAR ARTICLES
1-) Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walkT Gudmundsson, H HultJournal of Applied Probability 51 (2), 359-376, 2014202014
2-) Rare-event simulation with Markov chain Monte CarloT GudmundssonKTH Royal Institute of Technology, 201522015
3-) Markov chain Monte Carlo for risk measuresY Suzuki, T Gudmundsson2014 4th International Conference On Simulation And Modeling Methodologies …, 201412014
4-) Markov chain Monte Carlo for rare-event simulation in heavy-tailed settingsT GudmundssonKTH Royal Institute of Technology, 201312013
5-) Markov chain Monte Carlo for rare-event simulation for Markov chainsT Gudmundsson, H Hult2014