Series expansions for the all-time maximum of α-stable random walks
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Publication:2830879
DOI10.1017/apr.2016.26zbMath1351.60054OpenAlexW2521771285MaRDI QIDQ2830879
Clifford M. Hurvich, Josh Reed
Publication date: 1 November 2016
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1474296313
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stable stochastic processes (60G52)