Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555)
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scientific article; zbMATH DE number 5909325
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| English | Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime |
scientific article; zbMATH DE number 5909325 |
Statements
Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (English)
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17 June 2011
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Lévy processes
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heavy traffic
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functional limit theorems
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Mittag-Leffler distribution
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0.8541948199272156
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0.7889776229858398
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0.7726650834083557
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0.7725846767425537
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