Sample-path large deviations for unbounded additive functionals of the reflected random walk
Mihail Bazhba, Jose Blanchet, Chang-Han Rhee, Bert Zwart
| Year of publication: |
2025
|
|---|---|
| Authors: | Bazhba, Mihail ; Blanchet, Jose ; Rhee, Chang-Han ; Zwart, Bert |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 711-742
|
| Subject: | busy period asymptotics | heavy tails | Lindley recursion | sample-path large deviations | Theorie | Theory | Random Walk | Random walk | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.0094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211764