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

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

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DOI: 10.4108/VALUETOOLS.2012.250304

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-05

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Karthyek Rajhaa A. M., Sandeep Juneja:
State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. VALUETOOLS 2012: 127-135

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