On large deviations and design of efficient importance sampling algorithms
This thesis consists of four papers, presented in Chapters 2-5, on the topics large deviations and stochastic simulation, particularly importance sampling. The four papers make theoretical contributions to the development of a new approach for analyzing efficiency of importance sampling algorithms b...
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| Format: | Doctoral Thesis |
| Language: | English |
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KTH, Matematisk statistik
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-144423 http://nbn-resolving.de/urn:isbn:978-91-7595-130-0 |