Martingale approach to subexponential asymptotics for random walks
From MaRDI portal
Publication:428730
DOI10.1214/ECP.v17-1757zbMath1246.60078arXiv1111.6810OpenAlexW1992406266MaRDI QIDQ428730
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6810
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items