Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224)
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scientific article; zbMATH DE number 7195280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes |
scientific article; zbMATH DE number 7195280 |
Statements
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (English)
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30 April 2020
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rare-event simulation
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strong efficiency
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regularly varying distribution
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principle of multiple big jumps
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random walks
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compound Poisson processes
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large deviations results
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