Pages that link to "Item:Q1296735"

The following pages link to Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735):

Displaying 50 items.

• Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
• On the infimum attained by a reflected Lévy process (Q430005) (← links)
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048) (← links)
• Tandem queues with subexponential service times and finite buffers (Q600897) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
• Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
• Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Phantom distribution functions for some stationary sequences (Q897845) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
• Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
• Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) (← links)
• A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
• Quenched phantom distribution functions for Markov chains (Q1640930) (← links)
• Clusters of extremes: modeling and examples (Q1692076) (← links)
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• On hitting the high level by a random walk with delay at the origin (Q1975813) (← links)
• Directional phantom distribution functions for stationary random fields (Q2040049) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• Shot-noise queueing models (Q2070672) (← links)
• The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144) (← links)
• Sub-exponential rate of convergence to equilibrium for processes on the half-line (Q2244456) (← links)
• On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (Q2279488) (← links)
• Stability and busy periods in a multiclass queue with state-dependent arrival rates (Q2315067) (← links)
• Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
• Lévy-driven GPS queues with heavy-tailed input (Q2397973) (← links)
• Asymptotics of the order statistics for a process with a regenerative structure (Q2406812) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• Problems of ruin and survival in economics: applications of limit theorems in probability (Q2439266) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
• Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
• Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564) (← links)
• On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)