Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations (Q2998013)

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Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations
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    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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