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Exact matches for:

  • Author = Imai J

1. Imai J, Kawai R
Junichi Imai, Reiichiro Kawai: Numerical inverse Lévy measure method for infinite shot noise series representation, Journal of Computational and Applied Mathematics, 253 (2013), 264–283.


2. Kawai R, Imai J
Reiichiro Kawai and Junichi Imai: On Monte Carlo and Quasi-Monte Carlo methods for series representation of infinitely divisible laws, Monte Carlo and Quasi-Monte Carlo Methods 2010, Springer-Verlag, Berlin, (2012), 471–486. ISBN 978-3-642-27439-8.


3. Imai J, Kawai R
Junichi Imai and Reiichiro Kawai: On finite truncation of infinite shot noise series representation of tempered stable laws, Physica A: Statistical Mechanics and its Applications, 390 (2011), no. 23-24, 4411–4425.


4. Imai J, Kawai R
Junichi Imai and Reiichiro Kawai: Quasi-Monte Carlo method for infinitely divisible random vectors via series representations, SIAM Journal on Scientific Computing, 32 (2010), no. 4, 1879–1897.


Number of matches: 4