Pages that link to "Item:Q2385614"

The following pages link to Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614):

Displaying 26 items.

• Multivariate subexponential distributions and their applications (Q291400) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Tandem queues with subexponential service times and finite buffers (Q600897) (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
• Limiting behaviour of constrained sums of two variables and the principle of a single big jump (Q900941) (← links)
• Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← 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)
• Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
• Weak convergence of Markov random evolutions in a multidimensional space (Q1952672) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
• Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
• Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow (Q4580417) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations (Q5066876) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)