On the reflected fractional Brownian motion process on the positive orthant: asymptotics for a maximum with application to queueing networks
DOI10.1080/15326341003756437zbMATH Open1208.60050OpenAlexW1976146785MaRDI QIDQ3579003FDOQ3579003
Authors: 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
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maximumheavy trafficreflected fractional Brownian motionworkloadqueueing networkstate space collapse
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Cites Work
- Limit theorem for maximum of the storage process with fractional Brownian motion as input
- Title not available (Why is that?)
- A storage model with self-similar input
- Extremes of a certain class of Gaussian processes
- A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
- State space collapse for asymptotically critical multi-class fluid networks
- An invariance principle for semimartingale reflecting Brownian motions in an orthant
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large buffer asymptotics for the queue with fractional Brownian input
- Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks
Cited In (5)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant
- Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources
- A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant
- On the return time for a reflected fractional Brownian motion process on the positive orthant
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