Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input

DOI10.1214/074921708000000408zbMath1167.60358OpenAlexW1556183715MaRDI QIDQ3626711

Yasong Jin, Tyrone E. Duncan

Publication date: 22 May 2009

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/074921708000000408

zbMATH Keywords

fractional Brownian motionqueueing modelmaximum queue length

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Stationarity and control of a tandem fluid network with fractional Brownian motion input ⋮ Approximation of Passage Times of γ-Reflected Processes with FBM Input ⋮ Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources ⋮ Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input

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