"Efficient simulation for large deviation probabilities of sums of ..."

Jose H. Blanchet, Jingchen Liu (2006)

> Home

Details and statistics

DOI: 10.1109/WSC.2006.323156

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

- view
  authority control:
- export record
  dblp key:
  - conf/wsc/BlanchetL06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/wsc/BlanchetL06
Jose H. Blanchet, Jingchen Liu:
Efficient simulation for large deviation probabilities of sums of heavy-tailed increments. WSC 2006: 757-764

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.