Jeffrey F. Collamore

Professor

ORCID: 0000-0001-6372-8152

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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
2012
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

ID: 7871

1318 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

Department of Mathematical Sciences