Large Deviations for a Damped Telegraph Process (Q3193134): Difference between revisions

@@ Property / arXiv ID @@
+.7332
@@ Property / arXiv ID: 1310.7332 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
+Normal rank
@@ Property / cites work @@
+Large deviation principles for telegraph processes
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+A Damped Telegraph Random Process with Logistic Stationary Distribution
+Normal rank
@@ Property / cites work @@
+A large deviation estimate for ruin probabilities
@@ Property / cites work: A large deviation estimate for ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Logarithmic asymptotics for the supremum of a stochastic process
+Normal rank
@@ Property / cites work @@
+The Large Deviation Principle for the On-Off Weibull Sojourn Process
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Semi-Markov Processes
@@ Property / cites work: Applied Semi-Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Markov Risk Models for Finance, Insurance and Reliability
+Normal rank
@@ Property / cites work @@
+Simulating level-crossing probabilities by importance sampling
+Normal rank
@@ Property / cites work @@
+On asymptotically efficient simulation of ruin probabilities in a Markovian environment
+Normal rank
@@ Property / cites work @@
+Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
+Normal rank
@@ Property / cites work @@
+Entropy, a useful concept in risk theory
@@ Property / cites work: Entropy, a useful concept in risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+A link between wave governed random motions and ruin processes
+Normal rank
@@ Property / cites work @@
+Markov additive processes. I: Eigenvalue properties and limit theorems
+Normal rank
@@ Property / cites work @@
+Markov additive processes. II: Large deviations
@@ Property / cites work: Markov additive processes. II: Large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3794980
@@ Property / cites work: Q3794980 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank