A new stochastic model and its diffusion approximation

DOI10.1214/15-BJPS303zbMath1380.60085MaRDI QIDQ519732

Amir Elalouf, Shai Covo

Publication date: 5 April 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1485334825

zbMATH Keywords

Gaussian processdiffusion approximationBrownian bridgeinfinite server queuebiconvex covariance functioninhomogeneous Brownian sheetnonpositively correlated increments

Mathematics Subject Classification ID

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) Functional limit theorems; invariance principles (60F17)

This page was built for publication: A new stochastic model and its diffusion approximation