A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic

DOI10.1016/j.spa.2006.07.001zbMath1108.60074OpenAlexW2090080042MaRDI QIDQ867846

Rosario Delgado

Publication date: 19 February 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.07.001

zbMATH Keywords

queueing networkreflected fractional Brownian motionworkload process

Mathematics Subject Classification ID

Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cites Work

• Traffic with an fBm limit: convergence of the stationary workload process
• An invariance principle for semimartingale reflecting Brownian motions in an orthant
• Regulations dÉterminates et stochastiques dans le premier “orthant” de R^N
• Fractional Brownian Motions, Fractional Noises and Applications
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