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zbMath1199.60255MaRDI QIDQ3405266

Shizu Fang, Xin Sun

Publication date: 12 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

subexponential distributions compound Poisson process independent increments random events stationary stream strongly Markov property

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40)

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