Markov additive processes. II: Large deviations
From MaRDI portal
Cited in
(43)- A nonstandard form of the rate function for the occupation measure of a Markov chain
- On the convergence of averages of mixing sequences
- An addendum to ``A limitation of Markov representation for stationary processes
- Large deviations for some non-standard telegraph processes
- Bivariate Markov chains converging to Lamperti transform Markov additive processes
- Extended Laplace principle for empirical measures of a Markov chain
- Large deviation asymptotics and control variates for simulating large functions
- Some dichotomy results for functionals of Harris recurrent Markov chains
- Uniform convergence of exact large deviations for renewal reward processes
- Large deviation principles for telegraph processes
- Markov additive processes and Perron-Frobenius eigenvalue inequalities
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
- Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- First passage times of general sequences of random vectors: A large deviations approach
- On large deviation principles for compound renewal processes
- Central limit theorems of partial sums for large segmental values
- Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
- Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes
- Large deviations for small noise diffusions over long time
- Large deviations for a damped telegraph process
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Local theorems for (multidimensional) additive functionals of semi-Markov chains
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- scientific article; zbMATH DE number 6318801 (Why is no real title available?)
- Dynamic importance sampling for uniformly recurrent Markov chains
- Occupation measures for Markov chains
- Branching random walk in random environment phase transitions for local and global growth rates
- Stochastic analysis of the motion of DNA nanomechanical bipeds
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Large deviations for the empirical mean of an M/M/1 queue
- Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
- A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
- Large deviation principles for the processes admitting embedded compound renewal processes
- Colored maximal branching process
- Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
- Effective bandwidths for Markov regenerative sources
- On asymptotically efficient simulation of ruin probabilities in a Markovian environment
- Large deviations for empirical measures of Markov chains
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem
- Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
This page was built for publication: Markov additive processes. II: Large deviations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q579739)
