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Latest revision as of 16:56, 5 July 2024

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Efficient rare-event simulation for perpetuities
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    Efficient rare-event simulation for perpetuities (English)
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    12 September 2012
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    state-dependent importance sampling
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    perpetuities
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    tail asymptotics
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    Lyapunov inequalities
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    Markov chains
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    numerical examples
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