Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic

DOI10.1239/JAP/1346955328MaRDI QIDQ3165489zbMATH OpenOpenAlexFDO

Authors Victor F. Araman, Peter W. Glynn

Publication date 29 October 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1346955328

zbMATH Keywords

Fractional Brownian motionfunctional limit theoremheavy-traffic limit theoremscheduled traffic model

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• A new class of performance results for a fractional Brownian traffic model
• Sojourns of fractional Brownian motion queues: transient asymptotics
• A limit theorem for occupation times of fractional Brownian motion
• HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
• Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
• The Brownian fractional motion as a limit of some types of stochastic processes
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

Cites work

• Extremes of a certain class of Gaussian processes
• scientific article; zbMATH DE number 5363773 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 932426 (Why is no real title available?)
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Large deviations of infinite intersections of events in Gaussian processes
• Limiting fractal random processes in heavy-tailed systems
• On convergence to stationarity of fractional Brownian storage
• Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(11)

• New and refined bounds for expected maxima of fractional Brownian motion
• Optimal stationary appointment schedules
• On a single server queue fed by scheduled traffic with Pareto perturbations
• A new class of performance results for a fractional Brownian traffic model
• Optimized appointment scheduling
• Asymptotically optimal appointment schedules
• A data-driven model of an appointment-generated arrival process at an outpatient clinic
• Traffic with an fBm limit: convergence of the stationary workload process
• Gaussian limits for scheduled traffic with super-heavy tailed perturbations
• Weighted scheduled traffic process with asymptotic fractional dynamics
• When scheduled arrivals behave like Poisson -- until they don't

This page was built for publication: Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3165489)