Jeffrey F. Collamore

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1. 1324 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
2. 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
3. 1121 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

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