On the maximum workload of a queue fed by fractional Brownian motion.
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Publication:1872490
DOI10.1214/aoap/1019487607zbMath1073.60089OpenAlexW1989333151MaRDI QIDQ1872490
Peter W. Glynn, Assaf J. Zeevi
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487607
Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)
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