Large deviation principles for telegraph processes (Q712510): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2012.06.023 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2000497356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic velocity motions and processes with random time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5488451 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4391441 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On random motions with velocities alternating at Erlang-distributed random times / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Damped Telegraph Random Process with Logistic Stationary Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On prices' evolutions based on geometric telegrapher's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of the telegrapher's random process with or without a trap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of the inhomogeneous telegrapher's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations of uniformly recurrent Markov additive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for processes with independent increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of large deviation rates based on a link between wave governed random motions and ruin processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov additive processes. I: Eigenvalue properties and limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov additive processes. II: Large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Motions with reflecting and absorbing barriers driven by the telegraph equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Joint Distribution In a Model of Planar Random Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Planar random motions with drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: A jump telegraph model for option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Telegraph processes with random velocities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized integrated telegraph processes and the distribution of related stopping times / rank
 
Normal rank

Latest revision as of 19:21, 5 July 2024

scientific article
Language Label Description Also known as
English
Large deviation principles for telegraph processes
scientific article

    Statements

    Large deviation principles for telegraph processes (English)
    0 references
    0 references
    0 references
    17 October 2012
    0 references
    conditional laws
    0 references
    inhomogeneous Poisson processes
    0 references
    Markov additive processes
    0 references
    random motions
    0 references
    0 references
    0 references

    Identifiers