Application of -sub-Gaussian random processes in queueing theory

DOI10.1007/978-3-319-03512-3_2zbMATH Open1322.60196OpenAlexW2236599745MaRDI QIDQ2946083FDOQ2946083

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

Recommendations

• Generalized sub-Gaussian fractional Brownian motion queueing model
• Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
• Upper estimate of overrunning by \(\text{Sub}_{\varphi}(\Omega)\) random process the level specified by continuous function
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• \(\varphi\)-sub-Gaussian random processes

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)

Cites Work

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• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
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• Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
• Large buffer asymptotics for the queue with fractional Brownian input
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• On the distribution of storage processes from the class \(V(\varphi,\psi)\)
• Random process from the class \(V(\varphi,\psi)\): exceeding a curve
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• \(\varphi\)-sub-Gaussian random processes
• On average losses in the ruin problem with fractional Brownian motion as input
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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
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
• Generalized sub-Gaussian fractional Brownian motion queueing model

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