Open problems in Gaussian fluid queueing theory

DOI10.1007/S11134-011-9237-YMaRDI QIDQ383192zbMATH OpenOpenAlexFDO

Authors M. R. H. Mandjes, Krzysztof Dȩbicki

Publication date 25 November 2013

Published in Queueing Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s11134-011-9237-y

zbMATH Keywords

Gaussian processesfractional Brownian motionqueuesbuffer content process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Extremes of nonstationary Gaussian fluid queues
• A Gaussian fluid model
• THE TAIL BEHAVIOR OF THE STATIONARY DISTRIBUTION OF A FLUID QUEUE WITH A GAUSSIAN-TYPE INPUT RATE PROCESS
• On convergence rate to stationarity of queues with general Gaussian input
• On the Gaussian approximation of multichannel networks

Cites work

• scientific article; zbMATH DE number 1850764 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• scientific article; zbMATH DE number 854962 (Why is no real title available?)
• A note on upper estimates for Pickands constants
• A storage model with self-similar input
• Extremes of Gaussian processes over an infinite horizon
• Extremes of a certain class of Gaussian processes
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Large Deviations for Gaussian Queues
• Large deviations of infinite intersections of events in Gaussian processes
• On convergence to stationarity of fractional Brownian storage
• On tail probabilities and first passage times for fractional Brownian motion
• On the Dependence Structure of Gaussian Queues
• On the Integrodifferential Equation of Takacs. I
• On the ruin probability for physical fractional Brownian motion
• On-off fluid models in heavy traffic environment
• Ruin probability for Gaussian integrated processes.
• Simulation of the Asymptotic Constant in Some Fluid Models
• The correlation functions of rbm and m/m/1
• The covariance structure of queues and related processes – a survey of recent work
• Traffic with an fBm limit: convergence of the stationary workload process
• Transient characteristics of Gaussian queues

Cited in

(5)

• Remarks on Pickands' theorem
• On asymptotic constants in the theory of extremes for Gaussian processes
• Brownian motion minus the independent increments: representation and queuing application
• Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
• Approximation of passage times of \(\gamma\)-reflected processes with FBM input

This page was built for publication: Open problems in Gaussian fluid queueing theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q383192)