scientific article; zbMATH DE number 5019872

zbMath1148.60066MaRDI QIDQ5290226

Zbigniew Michna

Publication date: 28 April 2006

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/25.1/Article/25.1.11.pdf

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zbMATH Keywords

heavy trafficrisk processlight traffic\(\alpha\)-stable Lévy motion

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

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Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics

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