The following pages link to A note on Veraverbeke's theorem (Q596409):
Displaying 20 items.
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Asymptotic behavior of generalized processor sharing queues under subexponential assumptions (Q833103) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
- Notes on random walks in the Cauchy domain of attraction (Q2273592) (← links)
- Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) (← links)