Fluctuations of random walk in Rd and storage systems

DOI10.2307/1426115MaRDI QIDQ4153422zbMATH OpenOpenAlexFDO

Authors Moshe Shaked, Priscilla Greenwood

Publication date 1977

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

Full work available at URL https://doi.org/10.2307/1426115

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50)

Cited in

(7)

• A bivariate stable characterization and domains of attraction
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
• Harmonic functions of random walks in a semigroup via ladder heights
• Random walks in cones
• Positivity of integrated random walks
• Stationary entrance chains and applications to random walks
• Escape time for a random walk from an orthant

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