Heavy traffic and heavy tails for the maximum of a random walk

arXiv1403.7325MaRDI QIDQ6250220

Johannes Kugler, Denis Denisov

Publication date: 28 March 2014

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60G50: Sums of independent random variables; random walks

60K25: Queueing theory (aspects of probability theory)