Reduced-load equivalence for Gaussian processes

DOI10.1016/j.orl.2004.09.004zbMath1076.60031OpenAlexW2075486435MaRDI QIDQ2488202

Krzysztof Dȩbicki, Bert Zwart, Sem C. Borst

Publication date: 25 August 2005

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2004.09.004

zbMATH Keywords

fractional Brownian motionextreme value

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (2)

Asymptotics of Hybrid Fluid Queues with Lévy Input ⋮ Reduced-load equivalence for queues with Gaussian input

Cites Work

• Reduced load equivalence under subexponentiality
• Extremes of a certain class of Gaussian processes
• Ruin probability for Gaussian integrated processes.
• The supremum of a Gaussian process over a random interval
• A note on LDP for supremum of Gaussian processes over infinite horizon
• On a reduced load equivalence for fluid queues under subexponentiality
• On-off fluid models in heavy traffic environment
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity
• Asymptotic results for multiplexing subexponential on-off processes
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
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