Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift
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Publication:5488990
DOI10.1239/jap/1143936244zbMath1110.65004OpenAlexW2015522227MaRDI QIDQ5488990
Ludwig Baringhaus, Rudolf Grübel
Publication date: 25 September 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1143936244
Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50)
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