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Queueing approximation of suprema of spectrally positive Lévy process

✍ Scribed by M. Czystołowski; W. Szczotka


Publisher
Springer US
Year
2010
Tongue
English
Weight
473 KB
Volume
64
Category
Article
ISSN
0257-0130

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Remarks on suprema of Lévy processes wit
✍ Michael Braverman 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 89 KB

Let X (t); 06t61 be a LÃ evy process. A comparison between the right tail of sup 06t61 X (t) and the right tail of X (1) is considered. An example is given for which these tailes are incomparable. A class of LÃ evy process with "light" tails is described for which these tails have the same behavior.