Exact simulation of the extrema of stable processes (Q5203973)
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scientific article; zbMATH DE number 7141464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of the extrema of stable processes |
scientific article; zbMATH DE number 7141464 |
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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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