Generalized sub-Gaussian fractional Brownian motion queueing model
From MaRDI portal
Recommendations
- Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
- Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
- Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
- Upper estimate of overrunning by \(\text{Sub}_{\varphi}(\Omega)\) random process the level specified by continuous function
- scientific article; zbMATH DE number 5159229
Cites work
- scientific article; zbMATH DE number 3155055 (Why is no real title available?)
- scientific article; zbMATH DE number 192842 (Why is no real title available?)
- scientific article; zbMATH DE number 1995739 (Why is no real title available?)
- scientific article; zbMATH DE number 1433619 (Why is no real title available?)
- A storage model with self-similar input
- Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
- Correntropy: Implications of nonGaussianity for the moment expansion and deconvolution
- Large buffer asymptotics for the queue with fractional Brownian input
- Large deviations and overflow probabilities for the general single-server queue, with applications
- On average losses in the ruin problem with fractional Brownian motion as input
- Random process from the class \(V(\varphi,\psi)\): exceeding a curve
- Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
- Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity
- \(\varphi\)-sub-Gaussian random processes
Cited in
(8)- Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
- scientific article; zbMATH DE number 994729 (Why is no real title available?)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
- Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
- A new class of performance results for a fractional Brownian traffic model
- A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
- Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
This page was built for publication: Generalized sub-Gaussian fractional Brownian motion queueing model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q742454)
