Lévy processes with two-sided reflection (Q2807248)
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scientific article; zbMATH DE number 6583008
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| English | Lévy processes with two-sided reflection |
scientific article; zbMATH DE number 6583008 |
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Lévy Processes with Two-Sided Reflection (English)
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19 May 2016
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Lévy processes
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functional limit theorem
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central limit theorem
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Skorokhod problem
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large deviations
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martingale
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local time
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queueing theory
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finite buffer problem
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first passage problem
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heavy tails
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integro-differential equation
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Itō's formula
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loss rate
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overflow
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phase-type distribution
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Poisson's equation
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Siegmund duality
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storage process
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0.88816899061203
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0.882244348526001
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0.849797785282135
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0.8475752472877502
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0.8469648361206055
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