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SIAMSC
2010
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SIAMSC 2010
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Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations
13 years 6 months ago
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www.ae.keio.ac.jp
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
Junichi Imai, Reiichiro Kawai
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