Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence

DOI10.1239/JAP/1011994182zbMath1042.60070OpenAlexW2086868639MaRDI QIDQ4537300

Claudio Macci

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

zbMATH Keywords

importance samplinglarge deviationsrate functionfluid modelexponential tailMarkov additive process

Mathematics Subject Classification ID

Processes in random environments (60K37)

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