Pages that link to "Item:Q2830874"
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The following pages link to Large deviations for the empirical measure of heavy-tailed Markov renewal processes (Q2830874):
Displaying 11 items.
- Large deviations for power-law thinned Lévy processes (Q265642) (← links)
- Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)} (Q1767499) (← links)
- The scaling limits of a heavy tailed Markov renewal process (Q1951507) (← links)
- A key renewal theorem for heavy tail distributions with \({\beta\in(0,0.5]}\) (Q2877890) (← links)
- The explicit form of the rate function for semi-Markov processes and its contractions (Q4642706) (← links)
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates (Q5152587) (← links)
- Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets (Q5857538) (← links)
- Large deviations for renewal processes (Q5895024) (← links)
- Large deviations for heavy-tailed random sums in compound renewal model (Q5930655) (← links)
- Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space (Q6126990) (← links)
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations (Q6163762) (← links)