Martingale approach to subexponential asymptotics for random walks
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Publication:428730
DOI10.1214/ECP.v17-1757zbMath1246.60078arXiv1111.6810MaRDI QIDQ428730
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6810
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60K25: Queueing theory (aspects of probability theory)
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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