On the infimum attained by a reflected Lévy process (Q430005): Difference between revisions
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| Property / author | |||
| Property / author: Krzysztof Dȩbicki / rank | |||
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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. | |||
| 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: P. R. Parthasarathy / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90B22 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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queues | |||
| Property / zbMATH Keywords: queues / rank | |||
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heavy tails | |||
| Property / zbMATH Keywords: heavy tails / rank | |||
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large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
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Revision as of 23:39, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infimum attained by a reflected Lévy process |
scientific article |
Statements
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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