An approximation of stopped sums with applications in queueing theory

DOI10.2307/1427412zbMath0627.60042OpenAlexW2334092078MaRDI QIDQ3763326

Paul Deheuvels, Lajos Horváth, Miklós Csörgő

Publication date: 1987

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427412

zbMATH Keywords

invariance principlescompound renewal processstationary incrementsrisk theoryqueues under heavy trafficstrong approximations for partial sums

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

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