Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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Publication:1296735
DOI10.1214/aoap/1028903531zbMath0942.60034OpenAlexW2139154839MaRDI QIDQ1296735
Publication date: 16 August 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903531
Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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