Department of Mathematical Sciences

Jeffrey F. Collamore

Jeffrey F. Collamore

Professor

Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- collamore@math.ku.dk
- https://www.math.ku.dk/~collamore/
Phone: +4535320782

ORCID: 0000-0001-6372-8152

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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

Most downloads

1313 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
1233 downloads
Exact asymptotics for a large deviations problem for the GI/G/1 queue
Research output: Contribution to journal › Journal article › Research › peer-review
1120 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