"Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a ..."

Thorbjörn Gudmundsson, Henrik Hult (2014)

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DOI: 10.1017/S0021900200011293

access: closed

type: Journal Article

metadata version: 2020-04-16

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Thorbjörn Gudmundsson, Henrik Hult:
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk. J. Appl. Probab. 51(2): 359-376 (2014)

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