Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime |
scientific article |
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Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (English)
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17 June 2011
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Lévy processes
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heavy traffic
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functional limit theorems
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Mittag-Leffler distribution
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