Application of -sub-Gaussian random processes in queueing theory

DOI10.1007/978-3-319-03512-3_2MaRDI QIDQ2946083zbMATH OpenOpenAlexFDO

Authors Yu. V. Kozachenko, R. E. Yamnenko

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-03512-3_2

zbMATH Keywords

queueing theorysub-Gaussian random processesgeneralized fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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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
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• Large buffer asymptotics for the queue with fractional Brownian input
• On average losses in the ruin problem with fractional Brownian motion as input
• On the distribution of storage processes from the class \(V(\varphi,\psi)\)
• 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

(5)

• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• \(\varphi\)-sub-Gaussian random processes
• A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
• Generalized sub-Gaussian fractional Brownian motion queueing model
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space

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