On the infimum attained by a reflected Lévy process

DOI10.1007/s11134-011-9257-7zbMath1247.60127arXiv1012.0936OpenAlexW2098907035MaRDI QIDQ430005

M. R. H. Mandjes, Krzysztof Dȩbicki, Kamil M. Kosiński

Publication date: 20 June 2012

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.0936

zbMATH Keywords

queueslarge deviationsheavy tailsfluctuation theoryLevy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (5)

On future drawdowns of Lévy processes ⋮ Transient analysis of a stationary Lévy-driven queue ⋮ TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ⋮ On the infimum attained by the reflected fractional Brownian motion ⋮ Factorization Identities for Reflected Processes, with Applications

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