Generalized sub-Gaussian fractional Brownian motion queueing model
From MaRDI portal
Publication:742454
DOI10.1007/s11134-013-9375-5zbMath1302.60128OpenAlexW2090750127MaRDI QIDQ742454
D. Bushmitch, Yuriy Vasil'ovich Kozachenko, Rostyslav E. Yamnenko
Publication date: 18 September 2014
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-013-9375-5
Related Items (3)
The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Correntropy: Implications of nonGaussianity for the moment expansion and deconvolution
- On average losses in the ruin problem with fractional Brownian motion as input
- A storage model with self-similar input
- Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity
- Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large buffer asymptotics for the queue with fractional Brownian input
This page was built for publication: Generalized sub-Gaussian fractional Brownian motion queueing model