Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue

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Publication:3966885


DOI10.2307/1426737zbMath0501.60076MaRDI QIDQ3966885

Soren Asmussen

Publication date: 1982

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426737


60G50: Sums of independent random variables; random walks

60K25: Queueing theory (aspects of probability theory)

60F17: Functional limit theorems; invariance principles


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