A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks
DOI10.1137/S0040585X97984796zbMath1229.60059OpenAlexW2004347303MaRDI QIDQ5198651
Vitali Wachtel, Vsevolod Shneer
Publication date: 9 August 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97984796
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)
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