5 results
Exact simulation of coupled Wright–Fisher diffusions
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- Journal:
- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
- Published online by Cambridge University Press:
- 22 November 2021, pp. 923-950
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- December 2021
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Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
- Published online by Cambridge University Press:
- 19 February 2016, pp. 359-376
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- June 2014
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Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails
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- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
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- 14 July 2016, pp. 1-40
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- March 2010
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On regular variation for infinitely divisible random vectors and additive processes
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- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
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- 01 July 2016, pp. 134-148
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- March 2006
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Multivariate extremes, aggregation and dependence in elliptical distributions
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- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 587-608
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- September 2002
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