Optimal rare event Monte Carlo for Markov modulated regularly varying random walks - researchr publication authors

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Karthyek R. A. Murthy, Sandeep Juneja, Jose Blanchet. Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. In Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013. pages 564-576, IEEE, 2013. [doi]

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