Yingdong Lu, Mark S. Squillante, et al.
ACC 2018
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.
Yingdong Lu, Mark S. Squillante, et al.
ACC 2018
Kyomin Jung, Yingdong Lu, et al.
SIGMETRICS 2008
Yingdong Lu, Siva Theja Maguluri, et al.
IEEE TACON
Yingdong Lu, Ana Radovanović, et al.
SOLI 2006