Subexponential loss rate asymptotics for Lévy processes-Reference-Cited by-同舟云学术

Subexponential loss rate asymptotics for Lévy processes

Published:2010-11-19 Issue:1 Volume:73 Page:91-108
ISSN:1432-2994
Container-title:Mathematical Methods of Operations Research
language:en
Short-container-title:Math Meth Oper Res

Author:

Andersen Lars Nørvang

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s00186-010-0335-0.pdf

Reference24 articles.

1. Andersen LN, Asmussen S (2010) Local Time Asymptotics for Centered Lévy Processes with Two-sided Reflection. Stochast Models (to appear)

2. Andersen LN, Mandjes M (2009) Structural properties of reflected Lévy processes. Queueing Syst 6(1–4): 301–322

3. Asmussen S (2003) Applied probability and queues (2nd ed.), Volume 51 of Applications of mathematics (New York). Stochastic Modelling and Applied Probability. Springer, New York

4. Asmussen S, Pihlsgård M (2007) Loss rates for Lévy processes with two reflecting barriers. Math Oper Res 32(2): 308–321

5. Bekker R, Zwart B (2005) On an equivalence between loss rates and cycle maxima in queues and dams. Probab Eng Inf Sci 19(2): 241–255

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