Cramér's estimate for a reflected Lévy process (Q558683): Difference between revisions
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| Property / arXiv ID: math/0505246 / rank | |||
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| Property / cites work: Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue / rank | |||
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| Property / cites work: Cramér's estimate for Lévy processes / rank | |||
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| Property / cites work: The Strong Law of Large Numbers When the Mean is Undefined / rank | |||
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| Property / cites work: Q5624436 / rank | |||
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| Property / cites work: Extreme Values in the GI/G/1 Queue / rank | |||
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| Property / cites work: Limit distributions of maximal segmental score among Markov-dependent partial sums / rank | |||
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Latest revision as of 13:23, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cramér's estimate for a reflected Lévy process |
scientific article |
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Cramér's estimate for a reflected Lévy process (English)
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13 July 2005
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Maximum of reflected process
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maximal segmental score
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Poisson limit theorem
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high excursions
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