S. Shneer

most citedHeavy-traffic analysis of the maximum of an asymptotically stable random walk

2 citations · 2 across the 2 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2009

Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps

M. Jonckheere, S. Shneer

We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randoml…

math.PR2009★ 2 cited

Heavy-traffic analysis of the maximum of an asymptotically stable random walk

Seva Shneer, Vitali Wachtel

For families of random walks ${S_{k}^{(a)}}$ with $E S_{k}^{(a)} = - k a < 0$ we consider their maxima $M^{(a)} = sup_{k \geq 0} S_{k}^{(a)}$ . We investigate the asymptotic behav…