Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514)
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scientific article; zbMATH DE number 7080597
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| English | Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary |
scientific article; zbMATH DE number 7080597 |
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Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (English)
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15 July 2019
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exact simulation
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Monte Carlo
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queueing theory
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random walk
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