Conditional limit theorems for regulated fractional Brownian motion (Q1049559)

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Conditional limit theorems for regulated fractional Brownian motion
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    title
    Conditional limit theorems for regulated fractional Brownian motion (English)
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    DOI
    10.1214/09-AAP605
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    author
    Hernan Awad
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    Peter W. Glynn
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    publication date
    13 January 2010
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    Mathematics Subject Classification ID
    60K25
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    90B22
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    68M20
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    60F99
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    60G22
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    zbMATH DE Number
    5656815
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    zbMATH Keywords
    fluid queue
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    fractional Brownian motion
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    conditional limit laws
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    large buffer asymptotic.
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    arXiv ID
    0912.1928
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    cites work
    Q4001807
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    Q4023200
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    Q4895178
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    Q4002114
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    Q4895177
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