Efficient Importance Sampling for Binary Contingency Tables

Autor: Blanchet, Jose H.

Publikováno v: The Annals of Applied Probability, 2009 Jun 01. 19(3), 949-982.

Externí odkaz: https://www.jstor.org/stable/30243608

Strong Stationary Times Via a New Form of Duality

Autor: Diaconis, Persi, Fill, James Allen

Publikováno v: The Annals of Probability, 1990 Oct 01. 18(4), 1483-1522.

Externí odkaz: https://www.jstor.org/stable/2244330

MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES

Autor: Alexandru Hening, Steven N. Evans

Publikováno v: Stochastic processes and their applications, vol 129, iss 5
Evans, SN; & Hening, A. (2018). Markov processes conditioned on their location at large exponential times. Stochastic Processes and their Applications. doi: 10.1016/j.spa.2018.05.013. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/5s93h4v3
Stoch Process Their Appl

Suppose that $(X_t)_{t \ge 0}$ is a one-dimensional Brownian motion with negative drift $-\mu$. It is possible to make sense of conditioning this process to be in the state $0$ at an independent exponential random time and if we kill the conditioned

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::601bf9c75f3944b544a397a77c3bf86c
https://escholarship.org/uc/item/5s93h4v3

Monte-Carlo Methods for the Neutron Transport Equation

Autor: Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang

Publikováno v: Cox, A M G, Harris, S C, Kyprianou, A E & Wang, M 2022, ' Monte-Carlo Methods for the Neutron Transport Equation ', SIAM/ASA Journal on Uncertainty Quantification, vol. 10, no. 2, pp. 775-825 . https://doi.org/10.1137/21M1390578

This paper continues our treatment of the Neutron Transport Equation (NTE) building on the work in [arXiv:1809.00827v2], [arXiv:1810.01779v4] and [arXiv:1901.00220v3], which describes the flux of neutrons through inhomogeneous fissile medium. Our aim

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57bd65649771a4d8f2b06ecd8982fabf

Levy processes with finite variance conditioned to avoid an interval

Autor: Philip Weissmann, Alexander R. Watson, Leif Döring

Publikováno v: Doring, L, Watson, A R & Weissmann, P 2019, ' Levy processes with finite variance conditioned to avoid an interval ', Electronic Journal of Probability . < https://projecteuclid.org/euclid.ejp/1559700305#info >
MADOC-University of Mannheim
Electron. J. Probab.

Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be conditioned to avoid an interval and, if so, the path behavior of the co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b6933fb825b30dea8590f97591cb3ba
https://www.research.manchester.ac.uk/portal/en/publications/levy-processes-with-finite-variance-conditioned-to-avoid-an-interval(c608302b-9edc-4cee-b407-7e8435f45253).html