Exact buffer overflow calculations for queues via martingales (Q1851010)
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English | Exact buffer overflow calculations for queues via martingales |
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Exact buffer overflow calculations for queues via martingales (English)
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15 December 2002
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exponential martingale
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extreme value theory
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Lévy process
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local time
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Markov-modulation
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martingale
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power tail
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queue length
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regenerative process
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Wald martingale
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