1.8k citations
- G. Bianconi39 · h 60
- M. Girolami22 · h 67
- T. Yasseri19 · h 30
- Aleksandar Mijatovi'c2 profiles17 · h 10
- Andrea Baronchelli2 profiles15 · h 44
- V. Latora14 · h 80
- A. Scaife2 profiles13 · h 41
- C. Oates12 · h 27
- Ginestra Bianconi12 · h 17
- K. Kaski11 · h 66
- Jorge Ignacio González Cázares10 · h 6
- Adrian Weller9 · h 49
- Turing InstituteGB178 papers
- University of OxfordGB114 papers
- University of WarwickGB102 papers
- Queen Mary University of LondonGB91 papers
- University of CambridgeGB89 papers
- University College LondonGB81 papers
- Imperial College LondonGB60 papers
- University of EdinburghGB54 papers
- University of ManchesterGB30 papers
- University of ExeterGB25 papers
- University of SouthamptonGB20 papers
- Centre National de la Recherche ScientifiqueFR19 papers
Showing 2023 · math.PRShow all
2 papers · 2 filters
math.PR2023★ 2 cited
Fast exact simulation of the first-passage event of a subordinator
Jorge Ignacio González Cázares, Feng Lin, Aleksandar Mijatović
This paper provides an exact simulation algorithm for the sampling from the joint law of the first-passage time, the undershoot and the overshoot of a subordinator crossing a non-i…
math.PR2023★ 4 cited
Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function
Jorge Ignacio González Cázares, Feng Lin, Aleksandar Mijatović
We construct a fast exact algorithm for the simulation of the first-passage time, jointly with the undershoot and overshoot, of a tempered stable subordinator over an arbitrary non…