On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks

DOI10.1080/15326341003756437zbMath1208.60050MaRDI QIDQ3579003

Rosario Delgado

Publication date: 5 August 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326341003756437

zbMATH Keywords

workload; heavy traffic; queueing network; maximum; state space collapse; reflected fractional Brownian motion

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G70: Extreme value theory; extremal stochastic processes

60K25: Queueing theory (aspects of probability theory)

Related Items

On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant, 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, A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant

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