On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the inefficiency of state-independent importance sampling in the presence of heavy tails |
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On the inefficiency of state-independent importance sampling in the presence of heavy tails (English)
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27 August 2007
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importance sampling
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asymptotic analysis
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heavy tails
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state-dependent change-of-measure
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