Large Deviations for Gaussian Queues

From MaRDI portal
Publication:3445769

DOI10.1002/9780470515099zbMath1125.60103OpenAlexW2488445073MaRDI QIDQ3445769

M. R. H. Mandjes

Publication date: 6 June 2007

Full work available at URL: https://doi.org/10.1002/9780470515099




Related Items (43)

On convergence to stationarity of fractional Brownian storageParisian ruin of self-similar Gaussian risk processesBounds for the expected supremum of some non-stationary Gaussian processesExact asymptotics of Gaussian-driven tandem queuesExtremes and First Passage Times of Correlated Fractional Brownian MotionsApproximation of Passage Times of γ-Reflected Processes with FBM InputExtremes of multidimensional Gaussian processesOpen problems in Gaussian fluid queueing theoryGaussian queues in light and heavy trafficThe law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equationsOn the maxima of suprema of dependent Gaussian modelsSojourns of fractional Brownian motion queues: transient asymptoticsTail asymptotics for the delay in a Brownian fork-join queueEditorial introduction: special issue on Gaussian queuesQueueing networks with path-dependent arrival processesExtreme value theory for a sequence of suprema of a class of Gaussian processes with trendUnnamed ItemA heavy traffic approach to modeling large life insurance portfoliosOn the tail asymptotics of the area swept under the Brownian storage graphEXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIESSimulation-Based Computation of the Workload Correlation Function in a Lévy-Driven QueueThe asymptotic variance of departures in critically loaded queuesLarge deviations for a class of counting processes and some statistical applicationsAsymptotic results for first-passage times of some exponential processesEfficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian ProcessesExtremes of the time-average of stationary Gaussian processesExact tail asymptotics in a priority queue -- characterizations of the preemptive modelExact asymptotics of component-wise extrema of two-dimensional Brownian motionOn the Use of a Bridge Process in a Conditional Monte Carlo Simulation of Gaussian QueuesBoundary non-crossing probabilities for fractional Brownian motion with trendExtremes of nonstationary Gaussian fluid queuesLarge deviations for acyclic networks of queues with correlated Gaussian inputsTaylor-series approximations for queues with arrival correlationOn the Dependence Structure of Gaussian QueuesDrawdown and drawup for fractional Brownian motion with trendOn a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional inputLarge Deviation Results for Wave Governed Random Motions Driven by Semi-Markov ProcessesTransient characteristics of Gaussian queuesM/M/∞ Transience: Tail Asymptotics of Congestion PeriodsBounds for expected supremum of fractional Brownian motion with driftDerivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)On the Correlation Structure of a Lévy-Driven QueueDerivative of the expected supremum of fractional Brownian motion at \(H=1\)




This page was built for publication: Large Deviations for Gaussian Queues