Efficient rare-event simulation for perpetuities (Q449227): Difference between revisions

@@ Property / author @@
+Jose H. Blanchet
@@ Property / author: Jose H. Blanchet / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+D05
@@ Property / Mathematics Subject Classification ID: 62D05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6081495
@@ Property / zbMATH DE Number: 6081495 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state-dependent importance sampling
@@ Property / zbMATH Keywords: state-dependent importance sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+perpetuities
@@ Property / zbMATH Keywords: perpetuities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail asymptotics
@@ Property / zbMATH Keywords: tail asymptotics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lyapunov inequalities
@@ Property / zbMATH Keywords: Lyapunov inequalities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chains
@@ Property / zbMATH Keywords: Markov chains / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical examples
@@ Property / zbMATH Keywords: numerical examples / rank @@
+Normal rank

Efficient rare-event simulation for perpetuities (Q449227): Difference between revisions

Revision as of 10:53, 30 June 2023

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Mathematics(0 entries)