Pages that link to "Item:Q4872294"
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The following pages link to Large deviations and overflow probabilities for the general single-server queue, with applications (Q4872294):
Displaying 50 items.
- Estimating Loynes' exponent (Q383195) (← links)
- Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime (Q389068) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- Large number of queues in tandem: scaling properties under back-pressure algorithm (Q632216) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Generalized sub-Gaussian fractional Brownian motion queueing model (Q742454) (← links)
- On convergence to stationarity of fractional Brownian storage (Q835064) (← links)
- Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- The single server queue and the storage model: large deviations and fixed points (Q871346) (← links)
- On exponential ergodicity of multiclass queueing networks (Q975794) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- Transient characteristics of Gaussian queues (Q1034822) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- The linear geodesic property is not generally preserved by a FIFO queue (Q1296619) (← links)
- Large deviations of inverse processes with nonlinear scalings (Q1296714) (← links)
- On weak convergence of long-range-dependent traffic processes. (Q1304358) (← links)
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails (Q1305410) (← links)
- Risk comparisons of premium rules: Optimality and a life insurance study (Q1413402) (← links)
- Logarithmic asymptotics for the supremum of a stochastic process (Q1413673) (← links)
- Invariant rate functions for discrete-time queues (Q1413674) (← links)
- Whitening filter and innovations representation of self-similar process. (Q1419035) (← links)
- Sample path large deviations for queues with many inputs (Q1872453) (← links)
- On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
- A note on LDP for supremum of Gaussian processes over infinite horizon (Q1962198) (← links)
- Network traffic modeling and packet-loss probability approximation (Q2255652) (← links)
- Large deviations for the time-integrated negative parts of some processes (Q2475424) (← links)
- Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks (Q2572909) (← links)
- Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift (Q2854340) (← links)
- On the distribution of storage processes from the class \(V(\varphi,\psi)\) (Q2890733) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
- Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations (Q3444701) (← links)
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (Q3535638) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks (Q3579003) (← links)
- On the Dependence Structure of Gaussian Queues (Q3643186) (← links)
- Exact overflow asymptotics for queues with many Gaussian inputs (Q4462698) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows (Q4467512) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Efficient simulation of tail probabilities in a queueing model with heterogeneous servers (Q4643641) (← links)
- Analysis of generalized processor-sharing systems with two classes of customers and exponential services (Q4668004) (← links)
