Pages that link to "Item:Q3445769"
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The following pages link to Large Deviations for Gaussian Queues (Q3445769):
Displayed 43 items.
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- Gaussian queues in light and heavy traffic (Q383253) (← links)
- Large deviations for a class of counting processes and some statistical applications (Q491691) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- On convergence to stationarity of fractional Brownian storage (Q835064) (← links)
- Transient characteristics of Gaussian queues (Q1034822) (← links)
- Asymptotic results for first-passage times of some exponential processes (Q1739351) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Large deviations for acyclic networks of queues with correlated Gaussian inputs (Q2052799) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Exact asymptotics of Gaussian-driven tandem queues (Q2146397) (← links)
- Exact tail asymptotics in a priority queue -- characterizations of the preemptive model (Q2269489) (← links)
- Taylor-series approximations for queues with arrival correlation (Q2310526) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input (Q2314509) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- The asymptotic variance of departures in critically loaded queues (Q2996578) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes (Q3102884) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- On the Dependence Structure of Gaussian Queues (Q3643186) (← links)
- M/M/∞ Transience: Tail Asymptotics of Congestion Periods (Q3653124) (← links)
- EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIES (Q4629421) (← links)
- On the Use of a Bridge Process in a Conditional Monte Carlo Simulation of Gaussian Queues (Q4690241) (← links)
- Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
- On the Correlation Structure of a Lévy-Driven Queue (Q5504151) (← links)
- (Q5881790) (← links)
- The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations (Q6042109) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- Sojourns of fractional Brownian motion queues: transient asymptotics (Q6067390) (← links)
- Tail asymptotics for the delay in a Brownian fork-join queue (Q6072902) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Queueing networks with path-dependent arrival processes (Q6089004) (← links)