Conditional limit theorems for regulated fractional Brownian motion (Q1049559): Difference between revisions

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+Q4001807
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Q4023200
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+Normal rank
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+Q4895178
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+Large deviations, moderate deviations, and queues with long-range dependent input
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+Extremes of Gaussian processes over an infinite horizon
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+Large deviations and overflow probabilities for the general single-server queue, with applications
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+On the prediction of fractional Brownian motion
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+Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
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+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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+Characterizing Heavy-Tailed Distributions Induced by Retransmissions
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+Q4002114
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+Q4895177
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+Macroscopic models for long-range dependent network traffic
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+Large deviations of infinite intersections of events in Gaussian processes
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+Large buffer asymptotics for the queue with fractional Brownian input
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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+A storage model with self-similar input
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Heavy traffic limits associated with M/G/\(\infty\) input processes
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+LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES
@@ Property / cites work: LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES / rank @@
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+An overview of Brownian and non-Brownian FCLTs for the single-server queue
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+On the maximum workload of a queue fed by fractional Brownian motion.
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