Pages that link to "Item:Q3966885"
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The following pages link to Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue (Q3966885):
Displayed 29 items.
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
- Cramér's estimate for a reflected Lévy process (Q558683) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- How large delays build up in a GI/G/1 queue (Q910109) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- On the large deviations behavior of acyclic networks of \(G/G/1\) queues (Q1296715) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Simple approximations of ruin probabilities (Q1584513) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Large deviation analysis of the single server queue (Q1908669) (← links)
- Central limit theorems of partial sums for large segmental values (Q2366185) (← links)
- Dynamic importance sampling for queueing networks (Q2467605) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Approximations for the probability of ruin within finite time (Q3685056) (← links)
- Equilibrium properties of the M/G/1 queue (Q3915771) (← links)
- Corrected normal approximation for the probability of ruin within finite time (Q4322971) (← links)
- A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows (Q4467512) (← links)
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time (Q4715563) (← links)
- On the Distribution of the Surplus Prior and at Ruin (Q5444991) (← links)
- Exponential Behavior in the Presence of Dependence in Risk Theory (Q5489004) (← links)