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

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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
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        Value: 10.1214/13-ssy114
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      – Code: eng
        Text: English
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        PageCount: 54
        StartPage: 321
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      – TitleFull: State-independent Importance Sampling for Random Walks with Regularly Varying Increments.
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            NameFull: Murthy, Karthyek R. A.
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              Text: Dec2014
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