On the distribution of storage processes from the class V(,)
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Publication:2890733
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Cites work
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- scientific article; zbMATH DE number 1433619 (Why is no real title available?)
- A storage model with self-similar input
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- Large buffer asymptotics for the queue with fractional Brownian input
- Large deviations and overflow probabilities for the general single-server queue, with applications
- On average losses in the ruin problem with fractional Brownian motion as input
- Random process from the class \(V(\varphi,\psi)\): exceeding a curve
- Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
- \(\varphi\)-sub-Gaussian random processes
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
- A limit theorem for nonnegative additive functionals of storage processes
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
- Some exponential type bounds for hitting time distributions of storage processes
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