On importance sampling with mixtures for random walks with heavy tails (Q4635184): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2073951051 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 0909.3333 / rank | |||
Normal rank |
Latest revision as of 19:29, 19 April 2024
scientific article; zbMATH DE number 6859983
Language | Label | Description | Also known as |
---|---|---|---|
English | On importance sampling with mixtures for random walks with heavy tails |
scientific article; zbMATH DE number 6859983 |
Statements
On importance sampling with mixtures for random walks with heavy tails (English)
0 references
16 April 2018
0 references
rare event simulation
0 references
heavy tails
0 references
importance sampling
0 references
random walks
0 references