Grandi deviazioni e importance sampling per processi di Poisson Markov modulati
Bollettino dell'Unione Matematica Italiana (2000)
- Volume: 3-A, Issue: 1S, page 117-120
- ISSN: 0392-4041
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topMacci, Claudio. "Grandi deviazioni e importance sampling per processi di Poisson Markov modulati." Bollettino dell'Unione Matematica Italiana 3-A.1S (2000): 117-120. <http://eudml.org/doc/261040>.
@article{Macci2000,
abstract = {},
author = {Macci, Claudio},
journal = {Bollettino dell'Unione Matematica Italiana},
language = {ita},
month = {4},
number = {1S},
pages = {117-120},
publisher = {Unione Matematica Italiana},
title = {Grandi deviazioni e importance sampling per processi di Poisson Markov modulati},
url = {http://eudml.org/doc/261040},
volume = {3-A},
year = {2000},
}
TY - JOUR
AU - Macci, Claudio
TI - Grandi deviazioni e importance sampling per processi di Poisson Markov modulati
JO - Bollettino dell'Unione Matematica Italiana
DA - 2000/4//
PB - Unione Matematica Italiana
VL - 3-A
IS - 1S
SP - 117
EP - 120
AB -
LA - ita
UR - http://eudml.org/doc/261040
ER -
References
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- DEMBO, A. and ZEITOUNI, O., Large Deviations Techniques and Applications, Jones and Bartlett, Boston (1992). Zbl1177.60035MR1202429
- DUFFIELD, N. G. e O’CONNELL, N., Large deviations and overflow probabilities for a single server queue, with applications, Math. Proc. Camb. Phil. Soc., 118 (1995), 363-374. Zbl0840.60087MR1341797DOI10.1017/S0305004100073709
- LEHTONEN, T. e NYRHINEN, H., On Asymptotically Efficient Simulation of Ruin Probabilities in a Markovian Environment, Scand. Actuarial J. (1992), 60-75. Zbl0755.62080MR1193671DOI10.1016/0167-6687(93)90858-M
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