On the large deviations of a class of modulated additive processes-Reference-Cited by-同舟云学术

On the large deviations of a class of modulated additive processes

Published:2011 Issue: Volume:15 Page:83-109
ISSN:1292-8100
Container-title:ESAIM: Probability and Statistics
language:
Short-container-title:ESAIM: PS

Author:

Duffy Ken R.,Macci Claudio,Torrisi Giovanni Luca

Publisher

EDP Sciences

Subject

Statistics and Probability

Link

http://www.esaim-ps.org/10.1051/ps/2009010/pdf

Reference39 articles.

1. S. Asmussen, Risk theory in a Markovian environment.Scand. Actuar. J.(1989) 69–100.

2. S. Asmussen,Ruin probabilities. Advanced Series on Statistical Science & Applied Probability, Vol. 2, World Scientific Publishing Co. Inc., River Edge, NJ (2000).

3. S. Asmussen,Applied probability and queues, second edn., Applications of Mathematics (New York), Vol. 51, Springer-Verlag, New York (2003), Stochastic Modelling and Applied Probability.

4. Loss Rates for Lévy Processes with Two Reflecting Barriers

5. Smile Asymptotics II: Models with Known Moment Generating Functions

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Large deviation principle for empirical SINR measure of critical telecommunication networks;Journal of Information and Optimization Sciences;2021-01-02

2. The explicit form of the rate function for semi-Markov processes and its contractions;Journal of Physics A: Mathematical and Theoretical;2018-02-21

3. Large deviations for the empirical measure of heavy-tailed Markov renewal processes;Advances in Applied Probability;2016-09

4. Large deviations for some non-standard telegraph processes;Statistics & Probability Letters;2016-03