Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling

Publisher： Cambridge University Press

E-ISSN： 1475-6064|44|4|1173-1196

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.44, Iss.4, 2012-12, pp. : 1173-1196

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