On convergence to stationarity of fractional Brownian storage
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Publication:835064
DOI10.1214/08-AAP578zbMath1187.60029arXiv0908.4472OpenAlexW3099646174MaRDI QIDQ835064
Ilkka Norros, Peter W. Glynn, M. R. H. Mandjes
Publication date: 27 August 2009
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.4472
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Inventory, storage, reservoirs (90B05)
Related Items (5)
Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic ⋮ Open problems in Gaussian fluid queueing theory ⋮ The Cramér-Lundberg model with a fluctuating number of clients ⋮ Extremes of nonstationary Gaussian fluid queues ⋮ Bounds for expected supremum of fractional Brownian motion with drift
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