220 results in 65Cxx
Rare-event simulation and efficient discretization for the supremum of Gaussian random fields
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 787-816
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- September 2015
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On the convergence rates of some adaptive Markov chain Monte Carlo algorithms
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 811-825
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- September 2015
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Perfect sampling for infinite server and loss systems
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 761-786
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- September 2015
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On spherical Monte Carlo simulations for multivariate normal probabilities
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 817-836
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- September 2015
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Stochastic Collocation on Unstructured Multivariate Meshes
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- Communications in Computational Physics / Volume 18 / Issue 1 / July 2015
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- 03 July 2015, pp. 1-36
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- July 2015
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American Option Valuation under Continuous-Time Markov Chains
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- Advances in Applied Probability / Volume 47 / Issue 2 / June 2015
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- 22 February 2016, pp. 378-401
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- June 2015
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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 323-338
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- June 2015
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Multivariate Distributions with Fixed Marginals and Correlations
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 602-608
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- June 2015
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On the Acceleration of the Multi-Level Monte Carlo Method
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 307-322
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- June 2015
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The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 149-166
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- March 2015
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Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 129-148
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- March 2015
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On the Random Sampling of Pairs, with Pedestrian Examples
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 292-305
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- March 2015
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Lumpings of Markov Chains, Entropy Rate Preservation, and Higher-Order Lumpability
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1114-1132
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- December 2014
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Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 1059-1083
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- December 2014
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Exact estimation for Markov chain equilibrium expectations
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 377-389
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- December 2014
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The Containment Condition and Adapfail Algorithms
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1189-1195
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- December 2014
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The Explicit Laplace Transform for the Wishart Process
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 640-656
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- September 2014
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Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 858-873
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- September 2014
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Convergence of Conditional Metropolis-Hastings Samplers
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 422-445
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- June 2014
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Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 359-376
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- June 2014
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