Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
From MaRDI portal
(Redirected from Publication:1413670)
Recommendations
- Saddlepoint approximations and boundary crossing probabilities for random fields and their applications
- Asymptotic behaviour of the conditional probability of the nonlinear boundary crossing by a random walk
- On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk
- On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
- On the asymptotic behavior of local probabilities of a multidimensional random walk crossing nonlinear boundaries
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- Saddlepoint approximations for continuous-time Markov processes
- On the limit behavior of conditional probabilities of crossing of nonlinear boundaries by perturbed random walk
- scientific article; zbMATH DE number 6165042
- scientific article; zbMATH DE number 5948729
Cites work
- scientific article; zbMATH DE number 44375 (Why is no real title available?)
- scientific article; zbMATH DE number 3549898 (Why is no real title available?)
- scientific article; zbMATH DE number 3226598 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
- Approximate tail probabilities for the maxima of some random fields
- Asymptotic Properties of the Distribution of the Supremum of a Random Walk on a Markov Chain
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion
- Central limit theorems and statistical inference for finite Markov chains
- Differential Topology
- Extreme Values in the GI/G/1 Queue
- Identifying a large deviation rate function
- Large deviation lower bounds for arbitrary additive functionals of a Markov chain
- Large deviations of uniformly recurrent Markov additive processes
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Markov chains and stochastic stability
- Saddlepoint Approximations in Statistics
- Saddlepoint approximations
- Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
- Sharp asymptotics of large deviations in \(\mathbb{R}^ d\)
- Statistical composition of high-scoring segments from molecular sequences
- The ruin problem for finite Markov chains
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
Cited in
(13)- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Saddlepoint approximations and boundary crossing probabilities for random fields and their applications
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
- Sequential change-point detection when the pre- and post-change parameters are unknown
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- A Bayesian Approach to Sequential Surveillance in Exponential Families
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
This page was built for publication: Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1413670)