Pages that link to "Item:Q3083148"
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The following pages link to An Introduction to Heavy-Tailed and Subexponential Distributions (Q3083148):
Displayed 41 items.
- Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow (Q4580417) (← links)
- Boolean convolutions and regular variation (Q4585089) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- Markov dependence in renewal equations and random sums with heavy tails (Q4603851) (← links)
- A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
- Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
- Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims (Q5039819) (← links)
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims (Q5076883) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
- On a new generalization of Pareto distribution and its applications (Q5088042) (← links)
- Delay-Minimizing Capacity Allocation in an Infinite Server-Queueing System (Q5113890) (← links)
- The Impact of a Network Split on Cascading Failure Processes (Q5113915) (← links)
- A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process (Q5226261) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- Upper Bounds for the Maximum of a Random Walk with Negative Drift (Q5407034) (← links)
- On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
- Heavy-tailed distributions in a stochastic gene autoregulation model (Q5860317) (← links)
- Some Improvements on Markov's Theorem with Extensions (Q5869282) (← links)
- (Q5871589) (← links)
- Dynamics of a randomly kicked particle (Q5877949) (← links)
- On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times (Q5883339) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
- Continuous scaled phase-type distributions (Q6044276) (← links)
- Work fluctuations for a confined Brownian particle: the role of initial conditions (Q6053780) (← links)
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims (Q6053892) (← links)
- Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)
- New asymptotic results for generalized Oppenheim expansions (Q6097389) (← links)
- Large fluctuations and transport properties of the Lévy-Lorentz gas (Q6100144) (← links)
- The Inverted Exponentiated Gamma Distribution: A Heavy-Tailed Model with Upside Down Bathtub Shaped Hazard Rate (Q6100914) (← links)
- Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling (Q6103220) (← links)
- Limiting behavior of the gap between the largest two representative points of statistical distributions (Q6107513) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Refined tail asymptotic properties for the \(M^X/G/1\) retrial queue (Q6164143) (← links)
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims (Q6192223) (← links)