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scientific article; zbMATH DE number 1790422
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scientific article; zbMATH DE number 1790422

    Statements

    publication date
    25 November 2002
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    zbMATH Keywords
    importance sampling
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    large deviations calculations
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    exponential change of measure
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    reflecting barriers
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    heavy-tailed distributions
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    author
    Soren Asmussen
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    Identifiers

    zbMATH DE Number
    1790422
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