"State-independent importance sampling for estimating large deviation ..."

Karthyek Rajhaa A. M., Sandeep Juneja (2012)

> Home

Details and statistics

DOI: 10.4108/VALUETOOLS.2012.250304

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-05

- view
  authority control:
- export record
  dblp key:
  - conf/valuetools/MJ12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/valuetools/MJ12
Karthyek Rajhaa A. M., Sandeep Juneja:
State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. VALUETOOLS 2012: 127-135

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.