✦ LIBER ✦

Importance Sampling for Continuous Time Markov Chains and Applications to Fluid Models*

✍ Scribed by Paolo Baldi; Mauro Piccioni

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Polynomial biasing importance sampling f

✍ D'Acquisto, Giuseppe ;Naldi, Maurizio 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 740 KB

Markov Integrated Semigroups and their A

✍ Yangrong Li; Jia Li 📂 Article 📅 2008 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 255 KB

A time-continuous markov chain interest

✍ Norberg, Ragnar 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 614 KB

Time to stationarity for general Markov

✍ Hédi Nabli 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

Contraction Integrated Semigroups and Th

✍ Yang Rong Li 📂 Article 📅 2003 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 245 KB

Multilevel Monte Carlo for Continuous Ti

✍ Anderson, David F.; Higham, Desmond J. 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 392 KB