Pages that link to "Item:Q1236381"

The following pages link to Asymptotic behaviour of Wiener-Hopf factors of a random walk (Q1236381):

Displaying 50 items.

• How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times (Q475071) (← links)
• Exact tail asymptotics of a queue with LRD input traffic (Q487102) (← links)
• Exact tail asymptotics of a tandem queue with LRD service times (Q487112) (← links)
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Local asymptotics of a Markov modulated random walk with heavy-tailed increments (Q644628) (← links)
• Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
• Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
• Bounds for classical ruin probabilities (Q799061) (← links)
• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions (Q833103) (← links)
• The overshoot of a random walk with negative drift (Q871033) (← links)
• Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
• Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
• Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
• Second order behaviour of the tail of a subordinated probability distribution (Q1074211) (← links)
• A note on the distance of ladder height distributions (Q1084763) (← links)
• The Markov branching-castastrophe process (Q1096562) (← links)
• Banach algebras of measures of class S(\(\gamma\) ) (Q1117431) (← links)
• Last exit times for random walks (Q1120191) (← links)
• A refinement of the coupling method in renewal theory (Q1148068) (← links)
• On the exact asymptotic behaviour of the distribution of ladder epochs (Q1162762) (← links)
• On convolution tails (Q1165512) (← links)
• Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time (Q1183672) (← links)
• Subexponential distributions and characterizations of related classes (Q1263152) (← links)
• The rate of convergence for subexponential distributions (Q1280852) (← links)
• On the joint distribution of ladder variables of random walk (Q1326326) (← links)
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks (Q1358014) (← links)
• Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
• Submultiplicative moments of the supremum of a random walk with negative drift (Q1380548) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Random reflections in a high-dimensional tube (Q1745274) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
• Moments and tails in monotone-separable stochastic networks. (Q1879883) (← links)
• Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
• On distribution tail of the maximum of a random walk (Q1965887) (← links)
• Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Global observables for RW: law of large numbers (Q2041789) (← links)
• The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144) (← links)
• Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)