Bounds on exponential moments of hitting times for reflected processes on the positive orthant

DOI10.1016/j.spl.2012.02.022zbMath1245.60045OpenAlexW2099920387MaRDI QIDQ426699

Chihoon Lee

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.022

zbMATH Keywords

exponential momentsfirst hitting timesreflected fractional Brownian motionreflected Lévy processheavy traffic theory

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Communication networks in operations research (90B18) Self-similar stochastic processes (60G18)

Cites Work

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