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- W4375841085 abstract "Our aim here is to give a survey of that part of continuous-time fluctuation theory which can be approached in terms of functionals of Lévy processes, our principal tools being Wiener-Hopf factorisation and local-time theory. Particular emphasis is given to one- and two-sided exit problems for spectrally negative and spectrally positive processes, and their applications to queues and dams. In addition, we give some weak-convergence theorems of heavy-traffic type, and some tail-estimates involving regular variation." @default.
- W4375841085 created "2023-05-10" @default.
- W4375841085 creator A5057015154 @default.
- W4375841085 date "1975-12-01" @default.
- W4375841085 modified "2023-10-17" @default.
- W4375841085 title "Fluctuation theory in continuous time" @default.
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- W4375841085 doi "https://doi.org/10.2307/1426397" @default.
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