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

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-.1239/aap/1127483741
@@ Property / DOI: 10.1239/aap/1127483741 / rank @@
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+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
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+Q5637709
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+Corrected Diffusion Approximations for a Multistage Production-Inventory System
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+Q4246892
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+Two-sided taboo limits for Markov processes and associated perfect simulation.
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+Q2702300
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+Q3808989
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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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+Ruin probabilities in perturbed risk models
@@ Property / cites work: Ruin probabilities in perturbed risk models / rank @@
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+Q3948486
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+On the maximum workload of a queue fed by fractional Brownian motion.
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+.1239/AAP/1127483741
@@ Property / DOI: 10.1239/AAP/1127483741 / rank @@
+Normal rank