Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime

DOI10.1007/s11134-011-9215-4zbMath1222.60037arXiv1007.0155OpenAlexW2144363551MaRDI QIDQ543555

Bert Zwart, Kamil M. Kosiński, Onno J. Boxma

Publication date: 17 June 2011

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0155

zbMATH Keywords

functional limit theoremsLévy processesheavy trafficMittag-Leffler distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Small drift limit theorems for random walks ⋮ Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds

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