A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917)
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scientific article; zbMATH DE number 6943618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails |
scientific article; zbMATH DE number 6943618 |
Statements
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (English)
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26 September 2018
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conditional sampling
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perfect sampling
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efficiency
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random walk
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heavy tail
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regularly varying tail
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change of measure
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likelihood ratio
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