scientific article; zbMATH DE number 2104316
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Publication:4818609
zbMath1048.60038MaRDI QIDQ4818609
Władysław Szczotka, Wojbor A. Woyczyński
Publication date: 29 September 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Self-similar stochastic processes (60G18)
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The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula ⋮ Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution ⋮ Queueing approximation of suprema of spectrally positive Lévy process ⋮ Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime
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