Tim Zajic

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4407578	2004-02-20	Paper
Moderate deviations for mean-field Gibbs measures	2004-01-21	Paper
A note on the Laplace-Varadhan integral lemma	2003-10-09	Paper
On Laplace-Varadhan's integral lemma	2002-06-12	Paper
Rough asymptotics of forward-backward stochastic differential equations	2002-05-05	Paper
Multilevel splitting for estimating rare event probabilities	2002-02-07	Paper
Note on the functional law of the iterated logarithm for the bootstrap empirical process	2001-10-16	Paper
A large deviations perspective on the efficiency of multilevel splitting	2000-10-17	Paper
Optimal dividend payout under compound Poisson income	2000-01-01	Paper
Large deviations, moderate deviations, and queues with long-range dependent input	1999-09-29	Paper
Rough asymptotics for tandem non-homogeneous \(M/G/\infty\) queues via Poissonized empirical processes	1999-06-15	Paper
Uniform large and moderate deviations for functional empirical processes	1998-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4369771	1998-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q4895178	1996-10-13	Paper
Large deviations for a class of recursive algorithms	1996-07-31	Paper
Large exceedences for uniformly recurrent Markov-additive processes and strong-mixing stationary processes	1996-07-18	Paper
Large deviations: From empirical mean and measure to partial sums process	1996-05-27	Paper

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