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A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks - MaRDI portal

A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks (Q5198651)

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scientific article; zbMATH DE number 5937234
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A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks
scientific article; zbMATH DE number 5937234

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    A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks (English)
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    9 August 2011
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    random walk
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    global maximum
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    stable law
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    Kolmogorov inequality generalization
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