Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555)
From MaRDI portal
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 |
Statements
Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (English)
0 references
17 June 2011
0 references
Lévy processes
0 references
heavy traffic
0 references
functional limit theorems
0 references
Mittag-Leffler distribution
0 references
