Diffusion approximations for the maximum of a perturbed random walk (Q5697196): Difference between revisions

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+Peter W. Glynn
@@ Property / author: Peter W. Glynn / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1239/aap/1127483741
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+W2075574717
@@ Property / OpenAlex ID: W2075574717 / rank @@
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@@ Property / cites work @@
+Tail asymptotics for the maximum of perturbed random walk
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+On additive functionals of Markov chains
@@ Property / cites work: On additive functionals of Markov chains / rank @@
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+Q3326516
@@ Property / cites work: Q3326516 / rank @@
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+Q5637709
@@ Property / cites work: Q5637709 / rank @@
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+Corrected Diffusion Approximations for a Multistage Production-Inventory System
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+Q4246892
@@ Property / cites work: Q4246892 / rank @@
+Normal rank
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+Two-sided taboo limits for Markov processes and associated perfect simulation.
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+Q2702300
@@ Property / cites work: Q2702300 / rank @@
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@@ Property / cites work @@
+Q3808989
@@ Property / cites work: Q3808989 / rank @@
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+Q3923307
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+Almost sure invariance principles for partial sums of weakly dependent random variables
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+THE LIMITING DISTRIBUTION OF THE LAST TIME s             <sub>n</sub>             ≥ n∈
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@@ Property / cites work @@
+Ruin probabilities in perturbed risk models
@@ Property / cites work: Ruin probabilities in perturbed risk models / rank @@
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@@ Property / cites work @@
+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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@@ Property / cites work @@
+Q3948486
@@ Property / cites work: Q3948486 / rank @@
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@@ Property / cites work @@
+On the maximum workload of a queue fed by fractional Brownian motion.
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@@ links / mardi / name / links / mardi / name @@
+Publication:5697196