Matches in SemOpenAlex for { <https://semopenalex.org/work/W4300538426> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W4300538426 abstract "Let $tau(x)$ be the epoch of first entry into the interval $(x,infty)$, $x>0$, of the reflected process $Y$ of a L'evy process $X$, and define the overshoot $Z(x) = Y(tau(x))-x$ and undershoot $z(x) = x - Y(tau(x)-)$ of $Y$ at the first-passage time over the level $x$. In this paper we establish, separately under the Cram'{e}r and positive drift assumptions, the existence of the weak limit of $(z(x), Z(x))$ as $x$ tends to infinity and provide explicit formulae for their joint CDFs in terms of the L'{e}vy measure of $X$ and the renewal measure of the dual of $X$. We apply our results to analyse the behaviour of the classical M/G/1 queueing system at the buffer-overflow, both in a stable and unstable case." @default.
- W4300538426 created "2022-10-03" @default.
- W4300538426 creator A5021672749 @default.
- W4300538426 creator A5089033775 @default.
- W4300538426 date "2013-07-26" @default.
- W4300538426 modified "2023-10-03" @default.
- W4300538426 title "Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes" @default.
- W4300538426 doi "https://doi.org/10.48550/arxiv.1307.6947" @default.
- W4300538426 hasPublicationYear "2013" @default.
- W4300538426 type Work @default.
- W4300538426 citedByCount "0" @default.
- W4300538426 crossrefType "posted-content" @default.
- W4300538426 hasAuthorship W4300538426A5021672749 @default.
- W4300538426 hasAuthorship W4300538426A5089033775 @default.
- W4300538426 hasBestOaLocation W43005384261 @default.
- W4300538426 hasConcept C114614502 @default.
- W4300538426 hasConcept C121332964 @default.
- W4300538426 hasConcept C127413603 @default.
- W4300538426 hasConcept C134306372 @default.
- W4300538426 hasConcept C138885662 @default.
- W4300538426 hasConcept C151201525 @default.
- W4300538426 hasConcept C170154142 @default.
- W4300538426 hasConcept C18555067 @default.
- W4300538426 hasConcept C2778067643 @default.
- W4300538426 hasConcept C2780009758 @default.
- W4300538426 hasConcept C2780323453 @default.
- W4300538426 hasConcept C2780813799 @default.
- W4300538426 hasConcept C33923547 @default.
- W4300538426 hasConcept C37914503 @default.
- W4300538426 hasConcept C41008148 @default.
- W4300538426 hasConcept C41895202 @default.
- W4300538426 hasConcept C7321624 @default.
- W4300538426 hasConcept C76155785 @default.
- W4300538426 hasConcept C77088390 @default.
- W4300538426 hasConceptScore W4300538426C114614502 @default.
- W4300538426 hasConceptScore W4300538426C121332964 @default.
- W4300538426 hasConceptScore W4300538426C127413603 @default.
- W4300538426 hasConceptScore W4300538426C134306372 @default.
- W4300538426 hasConceptScore W4300538426C138885662 @default.
- W4300538426 hasConceptScore W4300538426C151201525 @default.
- W4300538426 hasConceptScore W4300538426C170154142 @default.
- W4300538426 hasConceptScore W4300538426C18555067 @default.
- W4300538426 hasConceptScore W4300538426C2778067643 @default.
- W4300538426 hasConceptScore W4300538426C2780009758 @default.
- W4300538426 hasConceptScore W4300538426C2780323453 @default.
- W4300538426 hasConceptScore W4300538426C2780813799 @default.
- W4300538426 hasConceptScore W4300538426C33923547 @default.
- W4300538426 hasConceptScore W4300538426C37914503 @default.
- W4300538426 hasConceptScore W4300538426C41008148 @default.
- W4300538426 hasConceptScore W4300538426C41895202 @default.
- W4300538426 hasConceptScore W4300538426C7321624 @default.
- W4300538426 hasConceptScore W4300538426C76155785 @default.
- W4300538426 hasConceptScore W4300538426C77088390 @default.
- W4300538426 hasLocation W43005384261 @default.
- W4300538426 hasLocation W43005384262 @default.
- W4300538426 hasLocation W43005384263 @default.
- W4300538426 hasOpenAccess W4300538426 @default.
- W4300538426 hasPrimaryLocation W43005384261 @default.
- W4300538426 hasRelatedWork W1516195074 @default.
- W4300538426 hasRelatedWork W2044687255 @default.
- W4300538426 hasRelatedWork W2361111626 @default.
- W4300538426 hasRelatedWork W2363168345 @default.
- W4300538426 hasRelatedWork W3192345888 @default.
- W4300538426 hasRelatedWork W4280532363 @default.
- W4300538426 hasRelatedWork W4281635306 @default.
- W4300538426 hasRelatedWork W4293876181 @default.
- W4300538426 hasRelatedWork W4299515140 @default.
- W4300538426 hasRelatedWork W4304144362 @default.
- W4300538426 isParatext "false" @default.
- W4300538426 isRetracted "false" @default.
- W4300538426 workType "article" @default.