On the infimum attained by a reflected Lévy process (Q430005): Difference between revisions

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Latest revision as of 09:45, 5 July 2024

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On the infimum attained by a reflected Lévy process
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    On the infimum attained by a reflected Lévy process (English)
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    20 June 2012
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    The authors analyze the duration above a given level of a Levy process reflected at zero. They distinguish between heavy- and light-tailed input.
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    Levy processes
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    fluctuation theory
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    queues
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    heavy tails
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    large deviations
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