Found 14 Documents (Results 1–14)
On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171
MSC:
60K05
91B30
On the distribution of the length of the longest increasing subsequence in a random permutation. (English) Zbl 1319.60025
Detection of significant genomic alterations via simultaneous minimal sojourns at a state by independent continuous-time Markov chains. (English) Zbl 1322.60171
Reviewer: Ivan Křivý (Ostrava)
Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims. (English) Zbl 1319.91097
Error rates and improved algorithms for rare event simulation with heavy Weibull tails. (English) Zbl 1347.60029
Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions. (English) Zbl 1317.62047
Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes. (English) Zbl 1319.60050
Sequential maximum likelihood estimation for the hyperbolic diffusion process. (English) Zbl 1319.60158
First and last passage times of spectrally positive Lévy processes with application to reliability. (English) Zbl 1319.60099
Gradient free parameter estimation for hidden Markov models with intractable likelihoods. (English) Zbl 1323.65006
Reviewer: Rózsa Horvàth-Bokor (Budakalász)
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