Authors: Collamore, Jeffrey F.

Citation: F. Collamore, Jeffrey, Random recurrence equations and ruin in a Markov-dependent stochastic economic environment, Annals of applied probability , 19(4), 2009, pp. 1404-1458

Authors: Collamore, Jeffrey F. Mentemeier, Sebastian

Citation: F. Collamore, Jeffrey et Mentemeier, Sebastian, Large excursions and conditioned laws for recursive sequences generated by random matrices, Annals of probability (Online) , 46(4), 2018, pp. 2064-2120

Authors: Collamore, Jeffrey F. Diao, Guoqing Vidyashankar, Anand N.

Citation: F. Collamore, Jeffrey et al., Rare event simulation for processes generated via stochastic fixed point equations, Annals of applied probability , 24(5), 2014, pp. 2143-2175

Authors: Buraczewski, Dariusz Collamore, Jeffrey F. Damek, Ewa Zienkiewicz, Jacek

Citation: Buraczewski, Dariusz et al., Large deviation estimates for exceedance times of perpetuity sequences and their dual processes, Annals of probability (Online) , 44(6), 2016, pp. 3688-3739

Authors: Buraczewski, Dariusz Collamore, Jeffrey F. Damek, Ewa Zienkiewicz, Jacek

Citation: Buraczewski, Dariusz et al., Large deviation estimates for exceedance times of perpetuity sequences and their dual processes, Annals of probability , 44(6), 2016, pp. 3688-3739