Copertina

Complexity of exact sampling of the first passage of a stable subordinator

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Chi, Zhiyi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computation Primary 60G51, 65C05, Secondary 62E15, 60E07
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function
di: Cázares, Jorge Ignacio González, et al.
Pubblicazione: (2023)

Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean
di: Gaunt, Robert E., et al.
Pubblicazione: (2024)

Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
di: Daly, Fraser
Pubblicazione: (2025)

Quasi-Banach spaces of random variables and stochastic processes
di: Kozachenko, Yuriy, et al.
Pubblicazione: (2026)

Fast exact simulation of the first-passage event of a subordinator
di: Cázares, Jorge Ignacio González, et al.
Pubblicazione: (2023)

Thorin processes and their subordination
di: Torricelli, Lorenzo
Pubblicazione: (2025)

Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
di: Leung, Tim, et al.
Pubblicazione: (2023)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
di: Kaiser, Henrik, et al.
Pubblicazione: (2025)

The variance-gamma product distribution
di: Gaunt, Robert E., et al.
Pubblicazione: (2025)

The distribution of the ratio of products of independent zero mean normal random variables
di: Gaunt, Robert E., et al.
Pubblicazione: (2026)

On a power series distribution with mean parameterization
di: Volkov, Oleksandr, et al.
Pubblicazione: (2025)

Optimal Non-Asymptotic Edgeworth Expansions for Multivariate Neural Network Outputs
di: Celli, Lucia
Pubblicazione: (2026)

Estimation of reliability and accuracy of models of $φ$-sub-Gaussian process using generating functions of polynomial expansions
di: Mokliachuk, Oleksandr
Pubblicazione: (2026)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
di: Daly, Fraser
Pubblicazione: (2020)

Is model selection possible for the $\ell_p$-loss? PCO estimation for regression models
di: Lacour, Claire, et al.
Pubblicazione: (2025)

Linear combination of bilateral gamma random variables: distributional theory and approximations
di: Barman, Kalyan, et al.
Pubblicazione: (2026)

The distribution of the product of independent variance-gamma random variables
di: Gaunt, Robert E., et al.
Pubblicazione: (2024)

Characteristics of asymmetric switch processes with independent switching times
di: Bengtsson, Henrik, et al.
Pubblicazione: (2024)

The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions
di: Gaunt, Robert E., et al.
Pubblicazione: (2026)

Orthogonal gamma-based expansion for the CIR's first passage time distribution
di: Di Nardo, Elvira, et al.
Pubblicazione: (2024)

Some FKG inequalities for stochastic processes
di: Legrand, Alexandre
Pubblicazione: (2024)

Stochastic integration with respect to a Lévy basis
di: Riedle, Markus
Pubblicazione: (2026)

Approximations for the number of maxima and near-maxima in independent data
di: Daly, Fraser
Pubblicazione: (2025)

Average Precision at Cutoff k under Random Rankings: Expectation and Variance
di: Manzhos, Tetiana, et al.
Pubblicazione: (2025)

On a $T_1$ Transport inequality for the adapted Wasserstein distance
di: Park, Jonghwa
Pubblicazione: (2025)

Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
di: Barman, Kalyan, et al.
Pubblicazione: (2024)

On certain integral functionals of integer-valued subordinators
di: Hu, Dongdong, et al.
Pubblicazione: (2025)

On Stein's method for stochastically monotone single-birth chains
di: Daly, Fraser
Pubblicazione: (2022)

Study of power series distributions with specified covariances
di: Volkov, Oleksandr, et al.
Pubblicazione: (2025)

Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems
di: Soto, Tomás
Pubblicazione: (2024)

Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
di: Mazhar, Othmane, et al.
Pubblicazione: (2026)

Continuous-discrete smoothing of diffusions
di: Mider, Marcin, et al.
Pubblicazione: (2017)

Mixed moving average field guided learning for spatio-temporal data
di: Curato, Imma Valentina, et al.
Pubblicazione: (2023)

Mixed Poisson families with real-valued mixing distributions
di: Townes, F. William
Pubblicazione: (2024)

Characteristics of the switch process and geometric divisibility
di: Bengtsson, Henrik
Pubblicazione: (2022)

A Separation Method for Quartic Positivity and the Valid Region of Gram-Charlier densities
di: Kim, Taehun, et al.
Pubblicazione: (2026)

Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
di: Cattaneo, Matias D., et al.
Pubblicazione: (2025)

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson $U$-statistics
di: Adamczak, Radosław, et al.
Pubblicazione: (2024)

Modelling with given reliability and accuracy in the space $L_p(T)$ of stochastic processes from $Sub_φ(Ω)$ decomposable in series with independent elements
di: Mokliachuk, Oleksandr
Pubblicazione: (2025)

Stable and tempered stable distributions and processes: an overview toward trajectory simulation
di: Jalal, Taher
Pubblicazione: (2024)