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Subexponential loss rate asymptotics for Lévy processes - MaRDI portal

Subexponential loss rate asymptotics for Lévy processes (Q627456)

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scientific article; zbMATH DE number 5859299
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English
Subexponential loss rate asymptotics for Lévy processes
scientific article; zbMATH DE number 5859299

    Statements

    Subexponential loss rate asymptotics for Lévy processes (English)
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    2 March 2011
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    finite buffer
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    heavy tails
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    Lévy process
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    local times
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    loss rate
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    Pollaczeck-Khinchine formula
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    subexponential distributions
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    Identifiers