A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
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Publication:867846
DOI10.1016/j.spa.2006.07.001zbMath1108.60074MaRDI QIDQ867846
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
60G15: Gaussian processes
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
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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 RN
- Fractional Brownian Motions, Fractional Noises and Applications
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