Quasi-Monte Carlo method for infinitely divisible random vectors via series representations (Q2998013)
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scientific article; zbMATH DE number 5895780
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| English | Quasi-Monte Carlo method for infinitely divisible random vectors via series representations |
scientific article; zbMATH DE number 5895780 |
Statements
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations (English)
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17 May 2011
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quasi-Monte Carlo method
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effective dimension
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gamma process
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moment estimation
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tail probability estimation
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Poisson process
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shot noise
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0.9147879481315612
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0.8126887083053589
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0.7661923170089722
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0.7595679759979248
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