Busy period analysis, rare events and transient behavior in fluid flow models.
Journal of Applied Mathematics and Stochastic Analysis (1994)
- Volume: 7, Issue: 3, page 269-299
- ISSN: 2090-3332
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topAsmussen, Søren. "Busy period analysis, rare events and transient behavior in fluid flow models.." Journal of Applied Mathematics and Stochastic Analysis 7.3 (1994): 269-299. <http://eudml.org/doc/47296>.
@article{Asmussen1994,
author = {Asmussen, Søren},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Markov additive process; change of measure; conditional limit theorem; first passage time; likelihood ratio identity; central limit estimate for large deviation probabilities; quick simulations of rare events},
language = {eng},
number = {3},
pages = {269-299},
publisher = {Hindawi Publishing Corporation, New York},
title = {Busy period analysis, rare events and transient behavior in fluid flow models.},
url = {http://eudml.org/doc/47296},
volume = {7},
year = {1994},
}
TY - JOUR
AU - Asmussen, Søren
TI - Busy period analysis, rare events and transient behavior in fluid flow models.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1994
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 3
SP - 269
EP - 299
LA - eng
KW - Markov additive process; change of measure; conditional limit theorem; first passage time; likelihood ratio identity; central limit estimate for large deviation probabilities; quick simulations of rare events
UR - http://eudml.org/doc/47296
ER -
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