Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
10.1239/aap/1354716593
Saved in:
| Main Authors: | , , |
|---|---|
| 其他作者: | |
| 格式: | Article |
| 出版: |
2014
|
| 主題: | |
| 在線閱讀: | http://scholarbank.nus.edu.sg/handle/10635/105323 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | National University of Singapore |