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- W2316396907 abstract "Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of $$ {Bbb P}Bigl(sup_{tin [0,T]} Bigl( sum_{i=1}^n lambda_iB_{H_i}(t)-ctBigr)>uBigr), $$ where ${B_{H_i}(t):tge 0}$, $i=1,ldots ,n$, are independe" @default.
- W2316396907 created "2016-06-24" @default.
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- W2316396907 date "2011-01-01" @default.
- W2316396907 modified "2023-10-18" @default.
- W2316396907 title "Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case" @default.
- W2316396907 doi "https://doi.org/10.4064/am38-1-8" @default.
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