Busy period analysis, rare events and transient behavior in fluid flow models.
International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 269.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.1155/S1048953394000262
Classification :
90B22, 94A05, 60K25
Mots-clés : 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
Mots-clés : 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
@article{10_1155_S1048953394000262, author = {Asmussen, S{\o}ren}, title = {Busy period analysis, rare events and transient behavior in fluid flow models.}, journal = {International Journal of Stochastic Analysis}, pages = {269}, publisher = {mathdoc}, volume = {7}, number = {3}, year = {1994}, doi = {10.1155/S1048953394000262}, zbl = {0826.60086}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000262/} }
TY - JOUR AU - Asmussen, Søren TI - Busy period analysis, rare events and transient behavior in fluid flow models. JO - International Journal of Stochastic Analysis PY - 1994 SP - 269 VL - 7 IS - 3 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000262/ DO - 10.1155/S1048953394000262 LA - en ID - 10_1155_S1048953394000262 ER -
%0 Journal Article %A Asmussen, Søren %T Busy period analysis, rare events and transient behavior in fluid flow models. %J International Journal of Stochastic Analysis %D 1994 %P 269 %V 7 %N 3 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000262/ %R 10.1155/S1048953394000262 %G en %F 10_1155_S1048953394000262
Asmussen, Søren. Busy period analysis, rare events and transient behavior in fluid flow models.. International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 269. doi : 10.1155/S1048953394000262. https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000262/
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