Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection

DOI10.1080/15326349.2011.567928zbMath1229.60061MaRDI QIDQ3006672

Lars Nørvang Andersen, Soren Asmussen

Publication date: 20 June 2011

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/41932061/imf_thiele_2009_01.pdf

zbMATH Keywords

uniform integrability; stationary distribution; local time; Lévy process; stable process; reflected Lévy process; loss rate; reflecting barriers

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60K25: Queueing theory (aspects of probability theory)

60G52: Stable stochastic processes

60J55: Local time and additive functionals

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