scholarly journals Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

2013 ◽  
pp. 175-201
Author(s):  
Victoria P. Knopova ◽  
Alexey M. Kulik
Keyword(s):  
Asymptotic Behaviour ◽  
Distribution Density ◽  
Lévy Motion ◽  
Fractional Lévy Motion

Transport equation describing fractional Lévy motion of suprathermal ions in TORPEX

2014 ◽  
Vol 54 (10) ◽  
pp. 104009 ◽  
Author(s):  
A. Bovet ◽  
M. Gamarino ◽  
I. Furno ◽  
P. Ricci ◽  
A. Fasoli ◽  
...  
Keyword(s):  
Transport Equation ◽  
Lévy Motion ◽  
Suprathermal Ions ◽  
Fractional Lévy Motion

scholarly journals Fractional Lévy motion and its application to network traffic modeling

2002 ◽  
Vol 40 (3) ◽  
pp. 363-375 ◽  
Author(s):  
N. Laskin ◽  
I. Lambadaris ◽  
F.C. Harmantzis ◽  
M. Devetsikiotis
Keyword(s):  
Network Traffic ◽  
Traffic Modeling ◽  
Lévy Motion ◽  
Network Traffic Modeling ◽  
Fractional Lévy Motion

On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

2004 ◽  
Vol 41 (01) ◽  
pp. 117-130 ◽  
Author(s):  
Jun Cai ◽  
Qihe Tang
Keyword(s):  
Asymptotic Behaviour ◽  
Waiting Time ◽  
Ruin Probability ◽  
Regular Variation ◽  
Time Distribution ◽  
Risk Process ◽  
Waiting Time Distribution ◽  
Lévy Motion ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed

In this paper, we discuss max-sum equivalence and convolution closure of heavy-tailed distributions. We generalize the well-known max-sum equivalence and convolution closure in the class of regular variation to two larger classes of heavy-tailed distributions. As applications of these results, we study asymptotic behaviour of the tails of compound geometric convolutions, the ruin probability in the compound Poisson risk process perturbed by an α-stable Lévy motion, and the equilibrium waiting-time distribution of the M/G/k queue.

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