On the distribution of storage processes from the class $V(𝜙,𝜓)$
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Publication:2890733
DOI10.1090/S0094-9000-2012-00851-XzbMath1241.90009MaRDI QIDQ2890733
O. S. Shramko, Rostyslav E. Yamnenko
Publication date: 11 June 2012
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05) General theory of stochastic processes (60G07)
Related Items (3)
Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory ⋮ The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space ⋮ A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
Cites Work
- On average losses in the ruin problem with fractional Brownian motion as input
- A storage model with self-similar input
- Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large buffer asymptotics for the queue with fractional Brownian input
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