Tail asymptotics for the maximum of perturbed random walk
DOI10.1214/105051606000000268zbMath1118.60073arXivmath/0610271OpenAlexW3100822211MaRDI QIDQ862212
Victor F. Araman, Peter W. Glynn
Publication date: 5 February 2007
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610271
functional limit theoremsrandom walksperformance evaluationqueueing theoryqueues and servicetraffic problems
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Traffic problems in operations research (90B20) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Functional limit theorems; invariance principles (60F17)
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