Importance sampling of heavy-tailed iterated random functions (Q5215026)
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scientific article; zbMATH DE number 7163668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling of heavy-tailed iterated random functions |
scientific article; zbMATH DE number 7163668 |
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Importance sampling of heavy-tailed iterated random functions (English)
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5 February 2020
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state-dependent importance sampling
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heavy-tailed distribution
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iterated random function
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perpetuities
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