The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...

Discrepancy theory investigates the uniformity of distributions by quantifying the deviation between the empirical distribution of a finite set of points and the uniform distribution. In numerical ...

A contact process first posed as a random mapping problem is discussed together with a model for the spread of a rumour through an archaic telephone system. Snowball sampling and the well-known ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...