This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, Chernoff bounds and large deviations, martingales, ...

This article compares several estimation methods for nonlinear stochastic differential equations with discrete time measurements. The likelihood function is computed by Monte Carlo simulations of the ...

When designing programs or software for the implementation of Monte Carlo (MC) hypothesis tests, we can save computation time by using sequential stopping boundaries. Such boundaries imply stopping ...