On the distribution of storage processes from the class V(,)

DOI10.1090/S0094-9000-2012-00851-XzbMATH Open1241.90009MaRDI QIDQ2890733FDOQ2890733

Authors: O. S. Shramko, R. E. Yamnenko Edit this on Wikidata

Publication date: 11 June 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 2159345
• On moments and tail behaviors of storage processes
• Some exponential type bounds for hitting time distributions of storage processes
• Storage processes in Poisson approximation scheme
• On a multivariate storage process
• scientific article; zbMATH DE number 1738347
• A limit theorem for nonnegative additive functionals of storage processes
• On a model for the storage of files on a hardware: statistics at a fixed time and asymptotic regimes
• On properties of storage processes generated by sub-Gaussian Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 1282787

zbMATH Keywords

metric entropyqueuestorage processsub-Gaussian processestimate of a distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05) General theory of stochastic processes (60G07)

Cites Work

• A storage model with self-similar input
• Title not available (Why is that?)
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
• Title not available (Why is that?)
• Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
• Large deviations and overflow probabilities for the general single-server queue, with applications
• Large buffer asymptotics for the queue with fractional Brownian input
• Random process from the class \(V(\varphi,\psi)\): exceeding a curve
• \(\varphi\)-sub-Gaussian random processes
• On average losses in the ruin problem with fractional Brownian motion as input

Cited In (8)

• Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• Extremes of stationary Gaussian storage models
• On moments and tail behaviors of storage processes
• A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
• A limit theorem for nonnegative additive functionals of storage processes
• Some exponential type bounds for hitting time distributions of storage processes

This page was built for publication: On the distribution of storage processes from the class \(V(\varphi,\psi)\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2890733)