Exact simulation of the extrema of stable processes
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Publication:5203973
DOI10.1017/apr.2019.39MaRDI QIDQ5203973
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Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01870
simulation; perpetuities; stable process; perfect simulation; random variate generation; dominated coupling from the past
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