Conference paper
Performance management of IT services delivery
Jianying Hu, Yingdong Lu, et al.
Performance Evaluation Review
We study the asymptotic behavior of finite horizon ruin probabilities for random walks with heavy tailed increment via corrected diffusion approximation. We follow the main idea in [4] of inverting Fourier transformation, and the Fourier transformation is calculated through optimal stopping and a central limit theorem for renewal process. Copyright © Cambridge University Press 2013.
Jianying Hu, Yingdong Lu, et al.
Performance Evaluation Review
Yingdong Lu
International Journal of Stochastic Analysis
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IBM Systems Journal
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Applied Mathematics Letters