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

@@ Property / author @@
-Kamil M. Kosiński
@@ Property / author: Kamil M. Kosiński / rank @@
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+Kamil M. Kosiński
@@ Property / author: Kamil M. Kosiński / rank @@
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@@ Property / review text @@
+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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@@ Property / reviewed by @@
+P. R. Parthasarathy
@@ Property / reviewed by: P. R. Parthasarathy / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K25
@@ Property / Mathematics Subject Classification ID: 60K25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B22
@@ Property / Mathematics Subject Classification ID: 90B22 / rank @@
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@@ Property / zbMATH DE Number @@
+6048547
@@ Property / zbMATH DE Number: 6048547 / rank @@
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@@ Property / zbMATH Keywords @@
+Levy processes
@@ Property / zbMATH Keywords: Levy processes / rank @@
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@@ Property / zbMATH Keywords @@
+fluctuation theory
@@ Property / zbMATH Keywords: fluctuation theory / rank @@
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@@ Property / zbMATH Keywords @@
+queues
@@ Property / zbMATH Keywords: queues / rank @@
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@@ Property / zbMATH Keywords @@
+heavy tails
@@ Property / zbMATH Keywords: heavy tails / rank @@
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@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2098907035
@@ Property / OpenAlex ID: W2098907035 / rank @@
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@@ Property / arXiv ID @@
+.0936
@@ Property / arXiv ID: 1012.0936 / rank @@
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@@ Property / cites work @@
+Numerical Inversion of Laplace Transforms of Probability Distributions
+Normal rank
@@ Property / cites work @@
+On sampling of stationary increment processes
@@ Property / cites work: On sampling of stationary increment processes / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
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+Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
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+Large deviation probabilities for random walks with heavy tails
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+Large deviations for vector-valued Lévy processes
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+Large deviations for random walks under subexponentiality: The big-jump domain
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+Transient Asymptotics of Lévy-Driven Queues
@@ Property / cites work: Transient Asymptotics of Lévy-Driven Queues / rank @@
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+Applications of factorization embeddings for Lévy processes
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@@ Property / cites work: Q4411306 / rank @@
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@@ Property / cites work: Q4301585 / rank @@
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+Q5528195
@@ Property / cites work: Q5528195 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:430005