5 results
On spherical Monte Carlo simulations for multivariate normal probabilities
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- Journal:
- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 21 March 2016, pp. 817-836
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- September 2015
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A Self-Normalized Central Limit Theorem for Markov Random Walks
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- Advances in Applied Probability / Volume 44 / Issue 2 / June 2012
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- 04 January 2016, pp. 452-478
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- June 2012
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Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 826-852
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- September 2007
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Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
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- Advances in Applied Probability / Volume 33 / Issue 3 / September 2001
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- 01 July 2016, pp. 652-673
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- September 2001
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Wald's equations, first passage times and moments of ladder variables in Markov random walks
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- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
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- 14 July 2016, pp. 566-580
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- September 1998
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