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Efficient splitting-based rare event simulation algorithms for heavy-tailed sums.

Authors :
Blanchet, Jose
Shi, Yixi
Source :
Proceedings of the 2013 Winter Simulation Conference; 12/8/2013, p724-735, 12p
Publication Year :
2013

Details

Language :
English
ISBNs :
9781479920778
Database :
Complementary Index
Journal :
Proceedings of the 2013 Winter Simulation Conference
Publication Type :
Conference
Accession number :
101418792