Sojourns of fractional Brownian motion queues: transient asymptotics

DOI10.1007/s11134-023-09890-yarXiv2308.15662OpenAlexW4386588234MaRDI QIDQ6067390

Krzysztof Dȩbicki, Peng Liu, Enkelejd Hashorva

Publication date: 14 December 2023

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2308.15662

zbMATH Keywords

fractional Brownian motionsojourn timeexact asymptoticsstationary queueing processgeneralized Berman-type constants

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)

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