On importance sampling with mixtures for random walks with heavy tails
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Publication:4635184
DOI10.1145/2133390.2133392zbMath1386.65029arXiv0909.3333OpenAlexW2073951051MaRDI QIDQ4635184
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.3333
Probabilistic models, generic numerical methods in probability and statistics (65C20) Sums of independent random variables; random walks (60G50)
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