Sojourns of fractional Brownian motion queues: transient asymptotics

DOI10.1007/S11134-023-09890-YarXiv2308.15662OpenAlexW4386588234MaRDI QIDQ6067390

Krzysztof Dȩbicki, Peng Liu, Enkelejd Hashorva

Publication date: 14 December 2023

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2308.15662

zbMATH Keywords

fractional Brownian motionsojourn timeexact asymptoticsstationary queueing processgeneralized Berman-type constants

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes of stationary Gaussian storage models
• On the infimum attained by the reflected fractional Brownian motion
• Transient characteristics of Gaussian queues
• A storage model with self-similar input
• Extremes of a certain class of Gaussian processes
• Large deviations of a storage process with fractional Brownian motion as input
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Sojourn times of Gaussian processes with trend
• Tandem Brownian queues
• On the ruin probability for physical fractional Brownian motion
• Extremes of Gaussian processes over an infinite horizon
• Excursions of stationary Gaussian processes above high moving barriers
• The correlation functions of rbm and m/m/1
• Large Deviations for Gaussian Queues
• On the Dependence Structure of Gaussian Queues
• Transient behavior of regulated Brownian motion, I: Starting at the origin
• Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
• Uniform tail approximation of homogenous functionals of Gaussian fields
• Random Fields and Geometry

This page was built for publication: Sojourns of fractional Brownian motion queues: transient asymptotics