Rare-event simulation for a multidimensional random walk with ::::t:::: distributed increments

Jose H. Blanchet, Jingchen Liu. Rare-event simulation for a multidimensional random walk with ::::t:::: distributed increments. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 395-402, WSC, 2007. [doi]

Abstract

Abstract is missing.