A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917): Difference between revisions

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Latest revision as of 16:59, 16 July 2024

scientific article; zbMATH DE number 6943618
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English
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails
scientific article; zbMATH DE number 6943618

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    A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (English)
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    26 September 2018
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    conditional sampling
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    perfect sampling
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    efficiency
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    random walk
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    heavy tail
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    regularly varying tail
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    change of measure
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    likelihood ratio
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