Pages that link to "Item:Q1272995"
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The following pages link to A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (Q1272995):
Displaying 12 items.
- Large deviations of the empirical flow for continuous time Markov chains (Q500795) (← links)
- Representations for the decay parameter of Markov chains (Q527480) (← links)
- Sample path large and moderate deviations for risk model with delayed claims (Q659097) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- Convergence of large deviation rates based on a link between wave governed random motions and ruin processes (Q1003433) (← links)
- Large deviation principle for Markov chains in continuous time (Q1347398) (← links)
- The sample path large deviations rate function of cumulated i.i.d. continuous-time Markov chains (Q2906176) (← links)
- Large Deviations and Uncertainty Relations in Periodically Driven Markov Chains (Q3296416) (← links)
- Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (Q3535638) (← links)
- Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space (Q5494951) (← links)
- Large deviations for risk processes with reinsurance (Q5754682) (← links)
