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"A dichotomy for sampling barrier-crossing events of random walks with ..."

A. B. Dieker, Guido Lagos (2017)

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DOI: 10.1017/JPR.2017.60

access: closed

type: Journal Article

metadata version: 2020-04-16

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A. B. Dieker, Guido Lagos:
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails. J. Appl. Probab. 54(4): 1213-1232 (2017)

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