Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555): Difference between revisions

@@ Property / author @@
-Kamil M. Kosiński
@@ Property / author: Kamil M. Kosiński / rank @@
-Normal rank
@@ Property / author @@
-Onno J. Boxma
@@ Property / author: Onno J. Boxma / rank @@
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@@ Property / author @@
+Kamil M. Kosiński
@@ Property / author: Kamil M. Kosiński / rank @@
+Normal rank
@@ Property / author @@
+Onno J. Boxma
@@ Property / author: Onno J. Boxma / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2144363551
@@ Property / OpenAlex ID: W2144363551 / rank @@
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@@ Property / arXiv ID @@
+.0155
@@ Property / arXiv ID: 1007.0155 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3477770
@@ Property / cites work: Q3477770 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuation theory in continuous time
@@ Property / cites work: Fluctuation theory in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-traffic analysis for the GI/G/1 queue with heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Random walk with a heavy-tailed jump distribution
@@ Property / cites work: Random walk with a heavy-tailed jump distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Q5420979
@@ Property / cites work: Q5420979 / rank @@
+Normal rank
@@ Property / cites work @@
+Queueing approximation of suprema of spectrally positive Lévy process
+Normal rank
@@ Property / cites work @@
+Stochastic bounds for Lévy processes.
@@ Property / cites work: Stochastic bounds for Lévy processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Queues with server vacations and Lévy processes with secondary jump input
+Normal rank
@@ Property / cites work @@
+Q5721605
@@ Property / cites work: Q5721605 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5332541
@@ Property / cites work: Q5332541 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5584435
@@ Property / cites work: Q5584435 / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+The growth of random walks and Levy processes
@@ Property / cites work: The growth of random walks and Levy processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements
+Normal rank
@@ Property / cites work @@
+A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks
+Normal rank
@@ Property / cites work @@
+Q3276190
@@ Property / cites work: Q3276190 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4818609
@@ Property / cites work: Q4818609 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4659662
@@ Property / cites work: Q4659662 / rank @@
+Normal rank
@@ Property / cites work @@
+On the supremum of an infinitely divisible process
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