Jeffrey F. Collamore
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-6372-8152
1 - 1 out of 1Page size: 25
- 2016
- 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
ID: 7871
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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
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1234
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Exact asymptotics for a large deviations problem for the GI/G/1 queue
Research output: Contribution to journal › Journal article › Research › peer-review
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1121
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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