Heavy traffic and heavy tails for the maximum of a random walk
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Publication:6250220
arXiv1403.7325MaRDI QIDQ6250220
Johannes Kugler, Denis Denisov
Publication date: 28 March 2014
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60K25: Queueing theory (aspects of probability theory)