Sample-path large deviations for unbounded additive functionals of the reflected random walk

DOI10.1287/MOOR.2020.0094MaRDI QIDQ7024062zbMATH OpenFDO

Authors Mihail Bazhba, Jose Blanchet, Chang-Han Rhee, Bert Zwart

Publication date 21 February 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

zbMATH Keywords

heavy tailsMarkov chainsadditive functionalsreflected random walksample-path large deviationsLindley recursionbusy period asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Local time and additive functionals (60J55)

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