Jeffrey F. Collamore

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Large excursions and conditioned laws for recursive sequences generated by random matrices The Annals of Probability	2018-08-16	Paper
Large excursions and conditioned laws for recursive sequences generated by random matrices The Annals of Probability	2018-08-16	Paper
Large deviation estimates for exceedance times of perpetuity sequences and their dual processes The Annals of Probability	2017-01-13	Paper
Rare event simulation for processes generated via stochastic fixed point equations The Annals of Applied Probability	2014-09-25	Paper
Rare event simulation for processes generated via stochastic fixed point equations The Annals of Applied Probability	2014-09-25	Paper
Tail estimates for stochastic fixed point equations via nonlinear renewal theory Stochastic Processes and their Applications	2014-04-28	Paper
Large deviation tail estimates and related limit laws for stochastic fixed point equations Springer Proceedings in Mathematics & Statistics	2013-11-22	Paper
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment The Annals of Applied Probability	2009-08-27	Paper
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain Finance and Stochastics	2009-02-28	Paper
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors The Annals of Applied Probability	2003-05-06	Paper
scientific article; zbMATH DE number 1394784 (Why is no real title available?)	2000-11-19	Paper
First passage times of general sequences of random vectors: A large deviations approach Stochastic Processes and their Applications	1999-11-18	Paper
Hitting probabilities and large deviations The Annals of Probability	1998-01-22	Paper

Research outcomes over time

This page was built for person: Jeffrey F. Collamore