Large deviations, long-range dependence, and queues
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The objective of the paper is to demonstrate the development of a large deviation theory for processes with long-range dependence. It considers the following problems: fractional Brownian motion and a related filter, moderated deviations for sample-path processes, moderate deviation principle for the filtered processes, and queueing applications. For the entire collection see [Zbl 1005.00025].
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