Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk (Q5169731)
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scientific article; zbMATH DE number 6316505
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| English | Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk |
scientific article; zbMATH DE number 6316505 |
Statements
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (English)
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11 July 2014
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Markov chain Monte Carlo
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heavy tail
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rare-event simulation
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random walk
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0.8534566760063171
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0.8358747363090515
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0.8264822363853455
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0.822107195854187
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0.8132167458534241
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