A note on transient Gaussian fluid models
From MaRDI portal
Publication:1611752
DOI10.1023/A:1016283330996zbMATH Open1006.60028OpenAlexW1511753765MaRDI QIDQ1611752FDOQ1611752
Authors: Krzysztof Dȩbicki, Tomasz Rolski 
Publication date: 28 August 2002
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016283330996
Recommendations
- On tail probability of local times of Gaussian processes
- Path properties of the primitives of a Brownian motion
- Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
- Asymptotic behaviour of Gaussian processes with integral representation.
- Limit theorems for supremum of Gaussian processes over a random interval
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Some \(\liminf\) results on increments of the primitives of Brownian motion
- Upper classes for the increments of the fractional Wiener process
Large deviations (60F10) Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25)
Cited In (21)
- Extremes of standard multifractional Brownian motion
- Ruin problem of a two-dimensional fractional Brownian motion risk process
- Exact overflow asymptotics for queues with many Gaussian inputs
- Distribution processes with stationary fractional increments
- Maximal Inequalities for Fractional Brownian Motion: An Overview
- Queues with path-dependent arrival processes
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Extremes and First Passage Times of Correlated Fractional Brownian Motions
- Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach
- On the \(\gamma\)-reflected processes with fBm input
- On the maxima of suprema of dependent Gaussian models
- Brownian motion minus the independent increments: representation and queuing application
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid
- Simultaneous ruin probability for multivariate Gaussian risk model
- Simulation of the Asymptotic Constant in Some Fluid Models
- Extremes of Gaussian processes over an infinite horizon
- Extremes of threshold-dependent Gaussian processes
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
- Extremes of nonstationary Gaussian fluid queues
- On the speed of convergence of Piterbarg constants
This page was built for publication: A note on transient Gaussian fluid models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1611752)
