Heavy-tailed random walks, buffered queues and hidden large deviations

DOI10.3150/18-BEJ1081zbMath1477.60052arXiv1701.07967OpenAlexW2990215002MaRDI QIDQ2278655

Bikramjit Das, Harald Bernhard

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.07967

zbMATH Keywords

regular variationlarge deviationsheavy-tailsbuffered queues

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Tail measures and regular variation

Cites Work

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