Pages that link to "Item:Q579738"

The following pages link to Markov additive processes. I: Eigenvalue properties and limit theorems (Q579738):

Displaying 50 items.

• Large deviations for some non-standard telegraph processes (Q273708) (← links)
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
• Simulating tail asymptotics of a Markov chain (Q553094) (← links)
• Large deviations for random dynamical systems and applications to hidden Markov models (Q617911) (← links)
• A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
• Large deviation principles for telegraph processes (Q712510) (← links)
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space (Q756838) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Cones and gauges in complex spaces: spectral gaps and complex Perron-Frobenius theory (Q974076) (← links)
• Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
• Convergence of large deviation rates based on a link between wave governed random motions and ruin processes (Q1003433) (← links)
• Asymptotics of first passage times for random walk in an orthant (Q1296589) (← links)
• Large deviation lower bounds for arbitrary additive functionals of a Markov chain (Q1307459) (← links)
• Large deviations for trajectories of sums of independent random variables (Q1314304) (← links)
• Effective bandwidths for Markov regenerative sources (Q1357712) (← links)
• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670) (← links)
• Rate-tilting for fast simulation of level/phase processes (Q1434428) (← links)
• Uniformly integrable operators and large deviations for Markov processes (Q1567415) (← links)
• Some dichotomy results for functionals of Harris recurrent Markov chains (Q1613637) (← links)
• Large deviations of a modified Jackson network: stability and rough asymptotics (Q1774187) (← links)
• Bridges and networks: exact asymptotics (Q1774188) (← links)
• Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
• First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
• On Monte Carlo estimation of large deviations probabilities (Q1814744) (← links)
• Asymptotically efficient strategies for a stochastic scheduling problem with order constraints. (Q1848847) (← links)
• Markov additive processes and Perron-Frobenius eigenvalue inequalities (Q1872152) (← links)
• Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
• Sample path large deviations and convergence parameters (Q1872416) (← links)
• Poisson equation, moment inequalities and quick convergence for Markov random walks. (Q1877389) (← links)
• Multiplicative ergodicity and large deviations for an irreducible Markov chain. (Q1879486) (← links)
• Two-sided taboo limits for Markov processes and associated perfect simulation. (Q1879501) (← links)
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. (Q1879512) (← links)
• Uniform Markov renewal theory and ruin probabilities in Markov random walks. (Q1879907) (← links)
• On the maximum entropy principle for a class of stochastic processes (Q1890728) (← links)
• Light tail asymptotics in multidimensional reflecting processes for queueing networks (Q1939045) (← links)
• Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\) (Q1977636) (← links)
• Asymptotic behavior for Markovian iterated function systems (Q2029769) (← links)
• Local theorems for (multidimensional) additive functionals of semi-Markov chains (Q2029795) (← links)
• Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk (Q2052433) (← links)
• Large deviation principles for the processes admitting embedded compound renewal processes (Q2071589) (← links)
• Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process (Q2095035) (← links)
• Excessive backlog probabilities of two parallel queues (Q2212270) (← links)
• On large deviation principles for compound renewal processes (Q2304500) (← links)
• Central limit theorems of partial sums for large segmental values (Q2366185) (← links)
• Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem (Q2428537) (← links)
• Strong disorder for a certain class of directed polymers in a random environment (Q2433959) (← links)
• Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
• Optimal strategies for a class of sequential control problems with precedence relations (Q2456018) (← links)
• Uniform convergence of exact large deviations for renewal reward processes (Q2456051) (← links)