This paper considers a Lévy-driven queue (i.e., a Lévy process reflected at 0), and focuses on the distribution of M(t), that is, the minimal value attained in an interval of length t (where it is assumed that the queue is in stationarity at the beginning of the interval). The first contribution is an explicit characterization of this distribution, in terms of Laplace transforms, for spectrally...

This paper considers a Lévy-driven queue (i.e., a Lévy process reflected at 0), and focuses on the distribution of M(t), that is, the minimal value attained in an interval of length t (where it is assumed that the queue is in stationarity at the beginning of the interval). The first contribution is an explicit characterization of this distribution, in terms of Laplace transforms, for spectrally...

Let (Qt)t∈R be the stationary workload process of a Lévy-driven queue, where the driving Lévy process is light-tailed. For various functions T (u), we analyze

We analyze the spatial asymptotic properties of solution to stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time t>0 and space x∈Rd we determine exact tail behavior both for light-tailed heavy-tailed jump measures. Based on these asymptotics any almost-sure growth rate as |x|→∞.

Fifty-four black-tailed jackrabbits (Lepus californicus) (five juvenile males, 22 adult males, five juvenile females, and 22 adult females) from Humboldt County, California (USA) were evaluated for sex and age-specific differences in parasite prevalences and intensities, 26 February through 30 October 1996. Nematodes found included Biogastranema leporis in 42 hares (78% prevalence), Rauschia tr...

This study aims to analyze the influence of work environment and motivation on employee performance at State Islamic University North Sumatra, Medan. type research is associative quantitative. The population in this educational staff with a sample 56 respondents. Data collection technique closed questionnaire which arranged based Likert scale. analysis uses multiple linear regression help SPSS ...

Methods Seven cats with OA in the stifle joint were included. The cats had signs of OA both on physical and radiographic examination. The cats were registered with a pressure mat (WalkwayTM System High Resolution HRV4) and data analysis was performed on two valid trials. The results were compared to previous results from 24 healthy cats. The comparison was made using a two tailed t-test for unp...

We propose a new model for electricity prices that captures the heavy-tailed behavior that we observe in the hourly spot market in the Ercot (Texas) and the PJM West hub grids. We present a model according to which we separate the price process into a thin-tailed trailing-median process and a heavy-tailed residual process whose probability distribution can be approximated by a Cauchy distributi...