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

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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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+Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
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+Large deviation principles for telegraph processes
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+Q4391441
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+A Damped Telegraph Random Process with Logistic Stationary Distribution
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+A large deviation estimate for ruin probabilities
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+Logarithmic asymptotics for the supremum of a stochastic process
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+The Large Deviation Principle for the On-Off Weibull Sojourn Process
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+Q4343010
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+Applied Semi-Markov Processes
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+Semi-Markov Risk Models for Finance, Insurance and Reliability
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+Simulating level-crossing probabilities by importance sampling
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+On asymptotically efficient simulation of ruin probabilities in a Markovian environment
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+Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
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+Entropy, a useful concept in risk theory
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+A link between wave governed random motions and ruin processes
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+Markov additive processes. I: Eigenvalue properties and limit theorems
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+Markov additive processes. II: Large deviations
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+Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
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+Q4230625
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+Publication:3193134