Exact simulation of the extrema of stable processes (Q5203973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact simulation of the extrema of stable processes |
scientific article; zbMATH DE number 7141464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of the extrema of stable processes |
scientific article; zbMATH DE number 7141464 |
Statements
Exact simulation of the extrema of stable processes (English)
0 references
9 December 2019
0 references
random variate generation
0 references
perpetuities
0 references
simulation
0 references
perfect simulation
0 references
dominated coupling from the past
0 references
stable process
0 references
0 references
0 references
