Large deviation results for compound Markov renewal processes

zbMath1272.60013MaRDI QIDQ367502

Claudio Macci

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

importance samplinglarge deviationslevel crossing probabilities

Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

Related Items

Large deviation principles for renewal-reward processes, Large deviations in discrete-time renewal theory