Statistics Seminars: Random walks and queues with heavy tails
24 May 2002 00:00 in CM221
"I plan to give an overview (and insights!) on classical and recent results on integrated and local asymptotics for the maxima of a random walk with negative mean in the presence of heavy tails. Further, I will consider more general concepts of Markov-modulated random walks and monotone-separable stochastic networks, and formulate new asymptotic results for these stochastic processes.
"Heriot-Watt University, Edinburgh"
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