On overload in a storage model, with a self-similar and infinitely divisible input

Annals of Applied Probability

Volumn 14, Issue 2, 2004, Pages 820-844

  Albin, J M P ^a   Samorodnitsky, Gennady ^b,c  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

^b Department of Obstetrics Gynecology   (United States)

^c Cornell University   (United States)

Author keywords

Heavy tails; Infinitely divisible process; L vy process; Self similar process; Stable process; Stationary increment process; Storage process; Subexponential distribution

Indexed keywords

EID: 8544267250     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000125     Document Type: Article

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