Maximum on a random time interval of a random walk with infinite mean
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Publication:2052793
DOI10.1007/s11134-020-09661-zzbMath1475.60081arXiv1907.08920OpenAlexW3038112723MaRDI QIDQ2052793
Publication date: 29 November 2021
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.08920
heavy-tailed distributionrandom walkbusy periodsingle-server queuesubexponential distributionbusy cycle
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)
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