Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (Q5169731)
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scientific article; zbMATH DE number 6316505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk |
scientific article; zbMATH DE number 6316505 |
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Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (English)
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11 July 2014
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Markov chain Monte Carlo
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heavy tail
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rare-event simulation
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random walk
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