State-independent Importance Sampling for Random Walks with Regularly Varying Increments.

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Bibliographic Details
Title:	State-independent Importance Sampling for Random Walks with Regularly Varying Increments.
Authors:	Murthy, Karthyek R. A.¹ (AUTHOR) kamurthy@tifr.res.in, Juneja, Sandeep¹ (AUTHOR) juneja@tifr.res.in, Blanchet, Jose² (AUTHOR) jose.blanchet@columbia.edu
Source:	Stochastic Systems (INFORMS). Dec2014, Vol. 4 Issue 2, p321-374. 54p.
Database:	Mathematics Source

Description
ISSN:	19465238
DOI:	10.1214/13-ssy114