"Optimal rare event Monte Carlo for Markov modulated regularly varying ..."

Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet (2013)

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DOI: 10.1109/WSC.2013.6721451

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet:
Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. WSC 2013: 564-576

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