Jeffrey F. Collamore

Identifiers

• name variant Jeffrey F. Collamore 0.60 · backfill

Papers (5)

1. Large excursions and conditioned laws for recursive sequences generated by random matrices math.PR · 2016 · author #1
2. Large deviation estimates for exceedance times of perpetuity sequences and their dual processes math.PR · 2014 · author #2
3. Rare event simulation for processes generated via stochastic fixed point equations math.PR · 2011 · author #1
4. Tail estimates for stochastic fixed point equations via nonlinear renewal theory math.PR · 2011 · author #1
5. Random recurrence equations and ruin in a Markov-dependent stochastic economic environment math.PR · 2009 · author #1

Mentions

• 1411.7693 #2 · backfill · confidence 0.70 Jeffrey F. Collamore
• 1107.3284 #1 · backfill · confidence 0.70 Jeffrey F. Collamore
• 1103.2317 #1 · backfill · confidence 0.70 Jeffrey F. Collamore
• 0908.4479 #1 · backfill · confidence 0.70 Jeffrey F. Collamore

Frequent Coauthors

• Anand N. Vidyashankar 2 shared papers
• Dariusz Buraczewski 1 shared papers
• Ewa Damek 1 shared papers
• Guoqing Diao 1 shared papers
• Jacek Zienkiewicz 1 shared papers
• Sebastian Mentemeier 1 shared papers