Bounds on exponential moments of hitting times for reflected processes on the positive orthant
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Publication:426699
DOI10.1016/j.spl.2012.02.022zbMath1245.60045OpenAlexW2099920387MaRDI QIDQ426699
Publication date: 11 June 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.022
exponential momentsfirst hitting timesreflected fractional Brownian motionreflected Lévy processheavy traffic theory
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Communication networks in operations research (90B18) Self-similar stochastic processes (60G18)
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