Stationarity and control of a tandem fluid network with fractional Brownian motion input

DOI10.1239/aap/1316792672zbMath1231.60096OpenAlexW1997250875MaRDI QIDQ3173007

Chihoon Lee, Ananda P. N. Weerasinghe

Publication date: 10 October 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1316792672

zbMATH Keywords

fractional Brownian motionstochastic controlself-similaritytandem queuelong-range dependenceheavy traffic theorycontrolled queueing system

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (3)

Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources ⋮ Bounds on exponential moments of hitting times for reflected processes on the positive orthant

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