State-dependent importance sampling for regularly varying random walks (Q3603200)
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scientific article; zbMATH DE number 5508242
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| default for all languages | No label defined |
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| English | State-dependent importance sampling for regularly varying random walks |
scientific article; zbMATH DE number 5508242 |
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State-dependent importance sampling for regularly varying random walks (English)
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16 February 2009
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importance sampling
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random walk
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regularly varying
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0.9009498953819276
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0.8644671440124512
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0.8392849564552307
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0.8330475687980652
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