Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
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Publication:383194
DOI10.1007/s11134-011-9242-1zbMath1275.60037arXiv1102.1095OpenAlexW2118574840MaRDI QIDQ383194
Zbigniew Palmowski, Rafał Kulik
Publication date: 25 November 2013
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.1095
Queueing theory (aspects of probability theory) (60K25) General theory of stochastic processes (60G07)
Related Items
Tail asymptotics for busy periods, Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments, Local asymptotics for the area under the random walk excursion, Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
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