Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
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Publication:4537300
DOI10.1239/jap/1011994182zbMath1042.60070MaRDI QIDQ4537300
Publication date: 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1011994182
importance sampling; large deviations; rate function; fluid model; exponential tail; Markov additive process
60K37: Processes in random environments
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