On fluid model and averaged parameters model for Markov additive processes with finite environment's state space

zbMATH Open1230.60026MaRDI QIDQ997598FDOQ997598

Claudio Macci

Publication date: 7 August 2007

Published in: Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

large deviationsPerron-Frobenius theoremMarkov additive processeslevel crossing probabilitiesLundberg parameter

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Cited In (2)

• Markov additive processes. I: Eigenvalue properties and limit theorems
• Convergence of large deviation rates based on a link between wave governed random motions and ruin processes

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