✦ LIBER ✦

Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks

✍ Scribed by Jose Blanchet; Jingchen Liu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional Functional Limit Theorems fo

✍ Romanov, V. A. 📂 Article 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 393 KB

A local limit theorem for random walk ma

✍ Søren Asmussen; Vladimir Kalashnikov; Dimitrios Konstantinides; Claudia Klüppelb 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 104 KB

A Conditional Limit Theorem for Additive

✍ Afanas’ev, V. I. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 519 KB