Pages that link to "Item:Q1081960"

The following pages link to Large deviations of uniformly recurrent Markov additive processes (Q1081960):

Displaying 36 items.

• Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
• Markov additive processes. I: Eigenvalue properties and limit theorems (Q579738) (← links)
• Large deviation principles for telegraph processes (Q712510) (← links)
• Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← 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)
• A limit theorem for random sums modulo 1 (Q968456) (← links)
• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
• Large deviations in operator form (Q1007083) (← links)
• A note on asymptotic expansions for Markov chains using operator theory (Q1097570) (← links)
• Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
• Persistence of critical multitype particle and measure branching processes (Q1203352) (← links)
• Exponential bounds for queues with Markovian arrivals (Q1339076) (← 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)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
• Large deviations for functionals of stationary processes (Q1826196) (← 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)
• Large deviations: From empirical mean and measure to partial sums process (Q1893860) (← links)
• Sample path large deviations and intree networks (Q1906864) (← links)
• Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (Q1915943) (← links)
• Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\) (Q1977636) (← links)
• Large deviations of generalized renewal process (Q2209250) (← links)
• Central limit theorems of partial sums for large segmental values (Q2366185) (← links)
• Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
• Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
• Large deviations for additive functionals of Markov chains (Q2925680) (← links)
• Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences (Q3085590) (← links)
• Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes (Q3102884) (← links)
• The CRT is the scaling limit of random dissections (Q3192383) (← links)
• (Q3352226) (← links)
• Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence (Q4537300) (← links)
• The principle of large deviations for martingale additive functionals of recurrent Markov processes (Q5936789) (← links)
• Classical and almost sure local limit theorems (Q6190569) (← links)