Thorbjörn Gudmundsson

According to our database1, Thorbjörn Gudmundsson authored at least 2 papers in 2014.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2014
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk.
J. Appl. Probab., 2014

Markov chain Monte Carlo for risk measures.
Proceedings of the 4th International Conference On Simulation And Modeling Methodologies, 2014


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