How heavy-tailed distributions affect simulation-generated time averages

Research output: Book/ReportReportAcademic

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Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages29
Publication statusPublished - 2003

Publication series

NameSPOR-Report : reports in statistics, probability and operations research
Volume200316
ISSN (Print)1567-5211

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