Tail Asymptotics of the Supremum of a Regenerative Process
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Publication:5443736
DOI10.1239/jap/1183667406zbMath1139.60014OpenAlexW2013648515MaRDI QIDQ5443736
Zbigniew Palmowski, Bert Zwart
Publication date: 22 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1183667406
Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)
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