Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) (Q6537394)
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scientific article; zbMATH DE number 7847119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) |
scientific article; zbMATH DE number 7847119 |
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Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\) (English)
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14 May 2024
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random variate generation
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simulation
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Monte Carlo method
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expected time analysis
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stable processes
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hitting times
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