On importance sampling with mixtures for random walks with heavy tails (Q4635184)
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scientific article; zbMATH DE number 6859983
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| English | On importance sampling with mixtures for random walks with heavy tails |
scientific article; zbMATH DE number 6859983 |
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On importance sampling with mixtures for random walks with heavy tails (English)
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16 April 2018
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rare event simulation
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heavy tails
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importance sampling
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random walks
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