Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk.
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| Title: | Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk. |
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| Authors: | Bazhba, Mihail1 (AUTHOR) M.Bazhba@uva.nl, Blanchet, Jose2 (AUTHOR) jose.blanchet@stanford.edu, Rhee, Chang-Han3 (AUTHOR) chang-han.rhee@northwestern.edu, Zwart, Bert4 (AUTHOR) Bert.Zwart@cwi.nl |
| Source: | Mathematics of Operations Research (INFORMS). Feb2025, Vol. 50 Issue 1, p711-742. 32p. |
| Database: | Business Source Ultimate |
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| ISSN: | 0364765X |
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| DOI: | 10.1287/moor.2020.0094 |
