Conditional limit theorems for regulated fractional Brownian motion
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Publication:1049559
DOI10.1214/09-AAP605zbMath1204.60084arXiv0912.1928OpenAlexW2056986367MaRDI QIDQ1049559
Publication date: 13 January 2010
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.1928
Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Limit theorems in probability theory (60F99)
Related Items (4)
Approximation of Passage Times of γ-Reflected Processes with FBM Input ⋮ Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ On the \(\gamma\)-reflected processes with fBm input
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