Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica
@article{BUMI_2000_8_3A_1S_a28, author = {Macci, Claudio}, title = {Grandi deviazioni e importance sampling per processi di {Poisson} {Markov} modulati}, journal = {Bollettino della Unione matematica italiana}, pages = {117--120}, publisher = {mathdoc}, volume = {Ser. 8, 3A}, number = {1S}, year = {2000}, zbl = {1053.60510}, mrnumber = {243585}, language = {it}, url = {http://geodesic.mathdoc.fr/item/BUMI_2000_8_3A_1S_a28/} }
TY - JOUR AU - Macci, Claudio TI - Grandi deviazioni e importance sampling per processi di Poisson Markov modulati JO - Bollettino della Unione matematica italiana PY - 2000 SP - 117 EP - 120 VL - 3A IS - 1S PB - mathdoc UR - http://geodesic.mathdoc.fr/item/BUMI_2000_8_3A_1S_a28/ LA - it ID - BUMI_2000_8_3A_1S_a28 ER -
Macci, Claudio. Grandi deviazioni e importance sampling per processi di Poisson Markov modulati. Bollettino della Unione matematica italiana, Série 8, 3A (2000) no. 1S, pp. 117-120. http://geodesic.mathdoc.fr/item/BUMI_2000_8_3A_1S_a28/
[1] Boundary-value Problems for Random Walks and Large Deviations in Function Spaces, Theory Probab. Appl., 12 (1967), 575-595. | MR | Zbl
,[2] Large Deviations Techniques and Applications, Jones and Bartlett, Boston (1992). | MR | Zbl
and ,[3] Large deviations and overflow probabilities for a single server queue, with applications, Math. Proc. Camb. Phil. Soc., 118 (1995), 363-374. | DOI | MR | Zbl
e ,[4] On Asymptotically Efficient Simulation of Ruin Probabilities in a Markovian Environment, Scand. Actuarial J. (1992), 60-75. | DOI | MR | Zbl
e ,