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Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime.

K. M. KosinskiOnno J. BoxmaBert Zwart
Published in: Queueing Syst. Theory Appl. (2011)
Keyphrases
  • heavy traffic
  • steady state
  • long run
  • queueing networks
  • brownian motion
  • diffusion process
  • queueing systems
  • response time