Queues and Lévy fluctuation theory

By Krzysztof Debicki, Michel Mandjes. 2015

109 citations recorded by the source corpus.

Subfields: Management Information Systems

View Paper: https://www.semanticscholar.org/paper/b86cc630acb575b475b65681d80aa7f31b4f1a1a

Citations in the corpus

• Generalized Pickands constants and stationary max-stable processes (2016, unknown): “1 in [47]), for each u > u0 > 0 P { sup s∈[0,1) W (s) > u } ≤ P {W (1) > u− u0} P { infs∈[0,1)W (s) > −u0 }”