Importance sampling for maxima on trees
DOI10.1016/j.spa.2022.02.005zbMath1492.60235arXiv2004.08966OpenAlexW4213080894MaRDI QIDQ2132531
Bojan Basrak, Mariana Olvera-Cravioto, Michael Conroy, Zbigniew Palmowski
Publication date: 28 April 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.08966
importance samplingchange of measurebranching random walkweighted branching processesdistributional fixed-point equationshigh-order Lindley equation
Random operators and equations (aspects of stochastic analysis) (60H25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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