Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5909325 / rank | |||
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Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
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heavy traffic | |||
| Property / zbMATH Keywords: heavy traffic / rank | |||
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functional limit theorems | |||
| Property / zbMATH Keywords: functional limit theorems / rank | |||
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Mittag-Leffler distribution | |||
| Property / zbMATH Keywords: Mittag-Leffler distribution / rank | |||
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Revision as of 11:50, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime |
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Statements
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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