Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process
DOI10.1239/aap/1435236984zbMath1321.60196arXiv1210.7781OpenAlexW2592809277MaRDI QIDQ5262450
Vladas Pipiras, Xiao-Ming Song, Amarjit Budhiraja
Publication date: 15 July 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7781
stochastic differential equationfractional Brownian motionself-similarityheavy-tailed distributionadmission controlPoisson random measurefractional Ornstein-Uhlenbeck processGaussian random measuremultidimensional workload input
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic network models in operations research (90B15) Random measures (60G57) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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