Pages that link to "Item:Q997958"
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The following pages link to Complete corrected diffusion approximations for the maximum of a random walk (Q997958):
Displaying 13 items.
- Corrections to the central limit theorem for heavy-tailed probability densities (Q662876) (← links)
- State-dependent importance sampling schemes via minimum cross-entropy (Q666378) (← links)
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (Q943987) (← links)
- Dominant poles and tail asymptotics in the critical Gaussian many-sources regime (Q1691904) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- On Lerch's transcendent and the Gaussian random walk (Q2455051) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (Q4968524) (← links)
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)
- Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime (Q5232349) (← links)
- Novel Heavy-Traffic Regimes for Large-Scale Service Systems (Q5264993) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- Heavy-traffic single-server queues and the transform method (Q6135886) (← links)
