Subexponential loss rate asymptotics for Lévy processes

DOI10.1007/s00186-010-0335-0zbMath1209.93139OpenAlexW2051648525MaRDI QIDQ627456

Lars Nørvang Andersen

Publication date: 2 March 2011

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/41927044/imf_thiele_2009_11.pdf

zbMATH Keywords

finite buffersubexponential distributionsheavy tailslocal timesLévy processloss ratePollaczeck-Khinchine formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic systems in control theory (general) (93E03)

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