Pages that link to "Item:Q3094482"
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The following pages link to On exact sampling of stochastic perpetuities (Q3094482):
Displaying 25 items.
- Approximating perpetuities (Q398787) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
- Interruptible exact sampling in the passive case (Q1398013) (← links)
- Optimal unbiased estimation for expected cumulative discounted cost (Q2184152) (← links)
- Perfect sampling of GI/GI/\(c\) queues (Q2315061) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- Fast perfect simulation of Vervaat perpetuities (Q2402417) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- (Q3172408) (← links)
- (Q3654500) (← links)
- Exact Sampling from a Continuous State Space (Q4255146) (← links)
- Markov Chain Monte Carlo simulation of the distribution of some perpetuities (Q4257252) (← links)
- Financial jeopardy (Q4610211) (← links)
- A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
- Exact simulation of generalised Vervaat perpetuities (Q4968511) (← links)
- ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
- A multivariate Markov chain stock model (Q5117673) (← links)
- Exact simulation of the extrema of stable processes (Q5203973) (← links)
- Exact sampling for some multi-dimensional queueing models with renewal input (Q5203979) (← links)
- Perfect Sampling of Generalized Jackson Networks (Q5219735) (← links)
- Return to the Poissonian city (Q5245631) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
