Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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Publication:4705785
DOI10.1239/aap/1029955142zbMath0942.60033OpenAlexW2022207819MaRDI QIDQ4705785
Hanspeter Schmidli, Volker Schmidt, Soren Asmussen
Publication date: 16 August 2000
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1029955142
regular variationsubexponential distributionwalkintegrated tail distributionergodic inter-occurrence timesregenerative surplus process
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)
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