On the infimum attained by a reflected Lévy process (Q430005)
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scientific article; zbMATH DE number 6048547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infimum attained by a reflected Lévy process |
scientific article; zbMATH DE number 6048547 |
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On the infimum attained by a reflected Lévy process (English)
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20 June 2012
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The authors analyze the duration above a given level of a Levy process reflected at zero. They distinguish between heavy- and light-tailed input.
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Levy processes
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fluctuation theory
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queues
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heavy tails
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large deviations
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