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Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations - MaRDI portal

Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations (Q3444701)

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Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations
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    Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations (English)
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    4 June 2007
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    most probable path
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    queue length process
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    rate function convergence
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    reflected fractional Brownian motion
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