On importance sampling with mixtures for random walks with heavy tails (Q4635184): Difference between revisions

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Latest revision as of 19:29, 19 April 2024

scientific article; zbMATH DE number 6859983
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English
On importance sampling with mixtures for random walks with heavy tails
scientific article; zbMATH DE number 6859983

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    On importance sampling with mixtures for random walks with heavy tails (English)
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    16 April 2018
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    rare event simulation
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    heavy tails
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    importance sampling
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    random walks
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