Occupation times of alternating renewal processes with Lévy applications

DOI10.1017/jpr.2018.86zbMath1405.60133arXiv1602.05131OpenAlexW2963259748MaRDI QIDQ4611287

N. J. Starreveld, René Bekker, M. R. H. Mandjes

Publication date: 17 January 2019

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

Full work available at URL: https://arxiv.org/abs/1602.05131

zbMATH Keywords

central limit theoremlarge deviationsoccupation timeLévy processreflected Brownian motionalternating renewal process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inventory, storage, reservoirs (90B05) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ⋮ Single-server queues under overdispersion in the heavy-traffic regime

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