Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes

DOI10.1080/03610918.2011.575501zbMath1387.60053OpenAlexW2090490844MaRDI QIDQ3102884

Claudio Macci

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.575501

zbMATH Keywords

importance samplinglevel crossing probabilitytelegrapher's process

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin

Cites Work

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• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

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