Asymptotic behaviour of Wiener-Hopf factors of a random walk

DOI10.1016/0304-4149(77)90047-3zbMath0353.60073OpenAlexW2064423498MaRDI QIDQ1236381

Noël Veraverbeke

Publication date: 1977

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(77)90047-3

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

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• Factorization Identities and Properties of the Distribution of the Supremum of Sequential Sums
• Extreme Values in the GI/G/1 Queue
• Some results on regular variation for distributions in queueing and fluctuation theory

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