Pages that link to "Item:Q1973290"
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The following pages link to Simulating the maximum of a random walk (Q1973290):
Displaying 14 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Perfect sampling of GI/GI/\(c\) queues (Q2315061) (← links)
- Perfect sampling of a single-server queue with periodic Poisson arrivals (Q2352991) (← links)
- NEW ESTIMATORS FOR EFFICIENT <i>GI</i>/<i>G</i>/1 SIMULATION (Q4679794) (← links)
- A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
- Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514) (← links)
- Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates (Q5041330) (← links)
- Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
- Exact simulation of the extrema of stable processes (Q5203973) (← links)
- Perfect Sampling of Generalized Jackson Networks (Q5219735) (← links)
- Exact estimation for Markov chain equilibrium expectations (Q5245637) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
