Exact overflow asymptotics for queues with many Gaussian inputs
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Cites work
- A Gaussian fluid model
- A new technique for analyzing large traffic systems
- A note on transient Gaussian fluid models
- A storage model with self-similar input
- Buffer overflow asymptotics for a buffer handling many traffic sources
- Cell loss asymptotics for buffers fed with a large number of independent stationary sources
- Extreme values of the cyclostationary Gaussian random process
- Extremes of a certain class of Gaussian processes
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3675046 (Why is no real title available?)
- scientific article; zbMATH DE number 942202 (Why is no real title available?)
- Large buffer asymptotics for the queue with fractional Brownian input
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large deviations for Small buffers: An insensitivity result
- Large deviations, the shape of the loss curve, and economies of scale in large multiplexers
- On Deviations of the Sample Mean
- On-off fluid models in heavy traffic environment
- Overflow behavior in queues with many long-tailed inputs
- Ruin probability for Gaussian integrated processes.
- Transient and Stationary Distributions for Fluid Queues and Input Processes with a Density
Cited in
(34)- On generalised Piterbarg constants
- Path space large deviations of a large buffer with Gaussian input traffic
- Overflow probability for a discrete-time queue with non-stationary multiplexed input
- Large deviations for acyclic networks of queues with correlated Gaussian inputs
- Extremes of Gaussian processes over an infinite horizon
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach
- Per-flow structure of losses in a finite-buffer queue
- Extremes of a class of nonhomogeneous Gaussian random fields
- Approximation of passage times of -reflected processes with FBM input
- On the effective envelopes for fluid queues with Gaussian input
- Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
- Extremes and First Passage Times of Correlated Fractional Brownian Motions
- Parisian ruin of the Brownian motion risk model with constant force of interest
- Fast simulation of overflow probabilities in a queue with Gaussian input
- Gaussian risk models with financial constraints
- Extremes of -reflected Gaussian processes with stationary increments
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
- Ruin problem of a two-dimensional fractional Brownian motion risk process
- Bounds for expected supremum of fractional Brownian motion with drift
- Pickands-Piterbarg constants for self-similar Gaussian processes
- Running supremum of Brownian motion in dimension 2: exact and asymptotic results
- Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
- Extremes of nonstationary Gaussian fluid queues
- Uniform tail approximation of homogenous functionals of Gaussian fields
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
- Extremes of the time-average of stationary Gaussian processes
- Sample-path large deviations for tandem and priority queues with Gaussian inputs
- scientific article; zbMATH DE number 7662453 (Why is no real title available?)
- On the maxima of suprema of dependent Gaussian models
- On the speed of convergence of Piterbarg constants
- On the -reflected processes with fBm input
- Queueing systems fed by many exponential on-off sources: an infinite-intersection approach
- Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
- Gaussian tandem queues with an application to dimensioning of switch fabric interfaces
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