Convergence of large deviation rates based on a link between wave governed random motions and ruin processes

DOI10.1016/J.SPL.2008.08.003zbMath1163.60013OpenAlexW1987025824MaRDI QIDQ1003433

Claudio Macci

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.08.003

zbMATH Keywords

Markov additive processesLarge deviation ratesRandom motionsRuin processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Large deviations (60F10)

Related Items (4)

Large deviations for some non-standard telegraph processes ⋮ Large Deviations for a Damped Telegraph Process ⋮ Large deviation principles for telegraph processes ⋮ Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes

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• Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence

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