Busy period analysis, rare events and transient behavior in fluid flow models.
International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 269.

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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
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     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},
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     zbl = {0826.60086},
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     url = {https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000262/}
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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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