Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes

DOI10.1239/aap/1019160956zbMath1013.60010OpenAlexW2150941748MaRDI QIDQ4547104

Alwin Stegeman

Publication date: 18 June 2003

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

Full work available at URL: https://doi.org/10.1239/aap/1019160956

zbMATH Keywords

fractional Brownian motionLévy processextreme value theoryON/OFF model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

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