Generalized sub-Gaussian fractional Brownian motion queueing model
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The paper under review considers a more general class of processes than Gaussian processes, specifically, \(\varphi\)-sub-Gaussian random processes. The authors provide an estimate for the queue-content distribution of a fluid queue fed by \(N\) independent strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion input processes and obtain an upper bound of buffer overflow probability in a finite buffer system defined on a finite time interval \([a,b]\), or the infinite interval \([0,\infty)\).
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- scientific article; zbMATH DE number 5159229
Cites work
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Cited in
(8)- A new class of performance results for a fractional Brownian traffic model
- Bounds for the distribution of some functionals of processes with -sub-Gaussian increments
- Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
- scientific article; zbMATH DE number 994729 (Why is no real title available?)
- A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
- Ruin probability for generalized -sub-Gaussian fractional Brownian motion
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
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