Optimal rare event Monte Carlo for Markov modulated regularly varying random walks

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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