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Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract).

Sandeep JunejaPerwez Shahabuddin
Published in: SIGMETRICS Perform. Evaluation Rev. (1999)
Keyphrases
  • extended abstract
  • heavy tailed
  • hazard rate
  • stochastic processes
  • generalized gaussian
  • heavy tails
  • conditionally independent
  • random variables