A storage model with self-similar input

From MaRDI portal
Publication:1331300

DOI10.1007/BF01158964zbMath0811.68059MaRDI QIDQ1331300

Ilkka Norros

Publication date: 21 August 1994

Published in: Queueing Systems (Search for Journal in Brave)




Related Items (79)

On the maximum workload of a queue fed by fractional Brownian motion.On overload in a storage model, with a self-similar and infinitely divisible input.On the distribution of storage processes from the class $V(𝜙,𝜓)$Rare-event simulation for the hitting time of Gaussian processesExtremes of stationary Gaussian storage modelsOn convergence to stationarity of fractional Brownian storageStatistical delay analysis on an ATM switch with self-similar input trafficQueueing performance estimation for general multifractal trafficFractal teletraffic delay bounds in computer networksBounds for the expected supremum of some non-stationary Gaussian processesPiecewise FARIMA models for long-memory time seriesExact asymptotics of Gaussian-driven tandem queuesInformation-based long-range dependenceOPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATESLarge buffer asymptotics for generalized processor sharing queues with Gaussian inputsHeavy traffic analysis of a storage model with long range dependent On/Off sourcesAnalysis of discrete-time buffers with heterogeneous session-based arrivals and general session lengthsAn application of deterministic chaotic maps to model packet trafficTandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximationA Gaussian fluid modelOpen problems in Gaussian fluid queueing theoryGaussian queues in light and heavy trafficApplication of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing TheoryModelling priority queuing systems with varying service capacitySojourns of fractional Brownian motion queues: transient asymptoticsEditorial introduction: special issue on Gaussian queuesEvaluation of integrals with fractional Brownian motion for different Hurst indicesAn Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motionExtremes of reflecting Gaussian processes on discrete gridExperimental study of the influence of an irregular sample on the estimation of the Hurst parameterUnnamed ItemOn the nature and impact of self-similarity in real-time systemsLarge deviations and overflow probabilities for the general single-server queue, with applicationsAbstract description of Internet traffic of generalized Cauchy typeA unified method of analysis for queues with Markovian arrivalsHeavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 typeA comparison between several adjustment models to simulated teletraffic dataOn improving the efficiency of an M/G/\(\infty \) generator of correlated tracesExact tail asymptotics of a queue with LRD input trafficExact tail asymptotics of a tandem queue with LRD service timesOn the infimum attained by the reflected fractional Brownian motionPerformance analysis of priority scheduling mechanisms under heterogeneous network trafficA heuristic flow-decomposition approach for generalized processor sharing under self-similar trafficOptimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion InputHeavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distributionNetwork traffic modeling and packet-loss probability approximationConvergence of superpositions of scaled renewal processes with a finite number of different distributionsOn the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing NetworksMaximal Inequalities for Fractional Brownian Motion: An OverviewRuin probability for Gaussian integrated processes.Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off ArrivalsSample-path large deviations for tandem and priority queues with Gaussian inputsQueueing systems for multiple FBM-based traffic modelsMultiplicative multifractal modelling of long-range-dependent network trafficBandwidth estimation for best-effort internet trafficOn the Performance of TDMA Protocols Under Self-Similar Traffic: A Simulation StudyFast simulation of self-similar and correlated processesA Random Multifractal Model with a Given SpectrumAMAP/G/1 Queue with an Underlying Birth–Death ProcessLimit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profitWavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motionOn the Beneficial Impact of Strong Correlations for Anomaly DetectionGeneralized sub-Gaussian fractional Brownian motion queueing modelExtremes of nonstationary Gaussian fluid queuesFiltering and parameter estimation in a simple linear system driven by a fractional Brownian motionComparative evaluation of semiparametric long-memory estimatorsOn the Dependence Structure of Gaussian QueuesExact overflow asymptotics for queues with many Gaussian inputsOn a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional inputA Markovian queue with varying number of servers and applications to the performance comparison of HSDPA user equipmentTransient characteristics of Gaussian queuesSample path properties of reflected Gaussian processesA new class of performance results for a fractional Brownian traffic modelLarge deviations of inverse processes with nonlinear scalingsConditional limit theorems for regulated fractional Brownian motionSome Maximal Inequalities for Fractional Brownian Motion with Polynomial DriftDerivative of the expected supremum of fractional Brownian motion at \(H=1\)On weak convergence of long-range-dependent traffic processes.Optimal design of measurements on queueing systems



Cites Work


This page was built for publication: A storage model with self-similar input