Asymptotically optimal importance sampling for l$\a`e$vy processes레비 과정에서의 점근적 최적 중요도 추출법
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Kang, Wan-Mo | - |
| dc.contributor.advisor | 강완모 | - |
| dc.contributor.author | Lee, Jong-Mun | - |
| dc.contributor.author | 이종문 | - |
| dc.date.accessioned | 2013-09-12T02:33:24Z | - |
| dc.date.available | 2013-09-12T02:33:24Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=487408&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181597 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 수리과학과, 2012.2, [ ii, 28 p. ] | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | L$\a`e$vy Process | - |
| dc.subject | Importance Sampling | - |
| dc.subject | Large Deviation Theory | - |
| dc.subject | Asymptotically Optimal | - |
| dc.subject | 중요도 추출법 | - |
| dc.subject | 레비 과정 | - |
| dc.subject | 대편차 이론 | - |
| dc.subject | 점근적 최적 | - |
| dc.subject | 몬테 카를로 방법 | - |
| dc.subject | Monte Carlo Method | - |
| dc.title | Asymptotically optimal importance sampling for l$\a`e$vy processes | - |
| dc.title.alternative | 레비 과정에서의 점근적 최적 중요도 추출법 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 487408/325007 | - |
| dc.description.department | 한국과학기술원 : 수리과학과, | - |
| dc.identifier.uid | 020103502 | - |
| dc.contributor.localauthor | Kang, Wan-Mo | - |
| dc.contributor.localauthor | 강완모 | - |
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