Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) (Q6537394)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7847119
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) |
scientific article; zbMATH DE number 7847119 |
Statements
Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) (English)
0 references
14 May 2024
0 references
random variate generation
0 references
simulation
0 references
Monte Carlo method
0 references
expected time analysis
0 references
stable processes
0 references
hitting times
0 references
