Exact simulation of the extrema of stable processes (Q5203973)
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scientific article; zbMATH DE number 7141464
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| English | Exact simulation of the extrema of stable processes |
scientific article; zbMATH DE number 7141464 |
Statements
Exact simulation of the extrema of stable processes (English)
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9 December 2019
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random variate generation
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perpetuities
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simulation
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perfect simulation
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dominated coupling from the past
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stable process
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0.7898799180984497
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0.75648033618927
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0.751804530620575
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0.7484028935432434
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0.7482777237892151
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