Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case
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Publication:3079980
DOI10.4064/am38-1-8zbMath1216.60031OpenAlexW2316396907MaRDI QIDQ3079980
Krzysztof Dȩbicki, Grzegorz Sikora
Publication date: 4 March 2011
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/am38-1-8
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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