Jeffrey F. Collamore

Jeffrey F. Collamore

Professor

ORCID: 0000-0001-6372-8152

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  1. Published

    Large deviation estimates for exceedance times of perpetuity sequences and their dual processes

    Buraczewski, D., Collamore, Jeffrey F., Damek, E. & Zienkiewicz, J., 2016, In: Annals of Probability. 44, 6, p. 3688-3739. 34 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Large Deviation Techniques for the Study of the Hitting Probabilities of Rare Sets

    Collamore, Jeffrey F., 1996, Madison, WI, U.S.A.: University of Wisconsin. 114 p.

    Research output: Book/Report › Ph.D. thesis › Research

  3. Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.

    Collamore, Jeffrey F., 2002, In: Annals of Applied Probability. 12, 1, p. 382-421 40 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Importance sampling techniques for the multidimensional ruin problem

    Collamore, Jeffrey F., 1999, In: Probabilistic analysis of rare events: theory and problems of safety, insurance, and ruin. V. V. Kalashnikov and A. M. Andronov, editors. Jurmala, Latvia, June 1999. . 4 p.

    Research output: Contribution to journal › Conference article › Research › peer-review

  5. Hitting probabilities and large deviations

    Collamore, Jeffrey F., 1996, In: Annals of Probability. 24, 4, p. 2065-2078 14 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. First passage times for general sequences of random vectors: a large deviations approach

    Collamore, Jeffrey F., 1998, In: Stochastic Processes and Their Applications. 78, 1, p. 97-130 34 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Exact asymptotics for a large deviations problem for the GI/G/1 queue

    Asmussen, S. & Collamore, Jeffrey F., 1999, In: Markov Processes and Related Fields. 5, 4, p. 451-476 26 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    An importance sampling algorithm for estimating extremes of perpetuity sequences

    Collamore, Jeffrey F., 2012, AIP Conference Proceedings. American Institute of Physics, Vol. 1479. p. 1966-1969 4 p.

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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