Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
type: Item
instance of: scholarly article
title: Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
zbMATH Open document ID: 1403.60038
author: Bart Kamphorst
author: Bert Zwart
published in: Stochastic Processes and their Applications
publication date: 2019-01-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1510.06955
full work available at URL: https://ir.cwi.nl/pub/27717
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 7006795
zbMATH Keywords: compound Poisson process
zbMATH Keywords: \(M/G/1\) queue
zbMATH Keywords: heavy traffic
zbMATH Keywords: large deviations
zbMATH Keywords: uniform asymptotics
zbMATH Keywords: first passage time
zbMATH Keywords: supremum
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2962822939
arXiv ID: 1510.06955
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DOI: 10.1016/J.SPA.2018.03.012
description: scientific article