Jeffrey F. Collamore
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-6372-8152
1 - 3 out of 3Page size: 500
- 2013
- Published
Large deviation tail estimates and related limit laws for stochastic fixed point equations
Collamore, Jeffrey F. & Vidyashankar, A. N., 2013, Random Matrices and Iterated Random Functions. Lowe, M. & Alsmeyer, G. (eds.). Heidelberg: Springer, Vol. 63. p. 91-117 27 p.Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- Published
Rare event simulation for stochastic fixed point equations related to the smoothing transform
Collamore, Jeffrey F., Vidyashankar, A. N. & Xu, J., 2013, In: Winter Simulation Conference. Proceedings. 9 p.Research output: Contribution to journal › Conference article › Research › peer-review
- Published
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Collamore, Jeffrey F. & Vidyashankar, A. N., 2013, In: Stochastic Processes and Their Applications. 123, 9, p. 3378-3429Research output: Contribution to journal › Journal article › Research › peer-review
ID: 7871
Most downloads
-
1329
downloads
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.
Research output: Contribution to journal › Journal article › Research › peer-review
-
1234
downloads
Exact asymptotics for a large deviations problem for the GI/G/1 queue
Research output: Contribution to journal › Journal article › Research › peer-review
-
1123
downloads
Large deviation tail estimates and related limit laws for stochastic fixed point equations
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
Published