Open problems in Gaussian fluid queueing theory
From MaRDI portal
Publication:383192
DOI10.1007/s11134-011-9237-yzbMath1275.60039OpenAlexW2113276443MaRDI QIDQ383192
M. R. H. Mandjes, Krzysztof Dȩbicki
Publication date: 25 November 2013
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-011-9237-y
Related Items (5)
BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION ⋮ Approximation of Passage Times of γ-Reflected Processes with FBM Input ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input ⋮ Remarks on Pickands theorem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Traffic with an fBm limit: convergence of the stationary workload process
- A note on upper estimates for Pickands constants
- On convergence to stationarity of fractional Brownian storage
- Transient characteristics of Gaussian queues
- A storage model with self-similar input
- Extremes of a certain class of Gaussian processes
- Ruin probability for Gaussian integrated processes.
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- On tail probabilities and first passage times for fractional Brownian motion
- On-off fluid models in heavy traffic environment
- On the ruin probability for physical fractional Brownian motion
- Extremes of Gaussian processes over an infinite horizon
- Large deviations of infinite intersections of events in Gaussian processes
- The correlation functions of rbm and m/m/1
- On the Integrodifferential Equation of Takacs. I
- Large Deviations for Gaussian Queues
- On the Dependence Structure of Gaussian Queues
- The covariance structure of queues and related processes – a survey of recent work
- Simulation of the Asymptotic Constant in Some Fluid Models
This page was built for publication: Open problems in Gaussian fluid queueing theory