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

zbMATH Open1230.60026MaRDI QIDQ997598FDOQ997598

Authors: Claudio Macci 

Publication date: 7 August 2007

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

Recommendations

• scientific article; zbMATH DE number 2060179
• Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Some Large Deviations Results in Markov Fluid Models
• FLUID MODELS WITH JUMPS

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 (4)

• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes and Perron-Frobenius eigenvalue inequalities
• Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
• Title not available (Why is that?)

This page was built for publication: On fluid model and averaged parameters model for Markov additive processes with finite environment's state space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997598)