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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Random walks and queues with heavy tails

Presented by Serguei Foss,

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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