Fast exact simulation of the first-passage event of a subordinator

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cázares, Jorge Ignacio González, Lin, Feng, Mijatović, Aleksandar
Format:	Preprint
Published:	2023
Subjects:	Probability Computation 60G51, 65C05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2306.06927