Exact overflow asymptotics for queues with many Gaussian inputs
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Publication:4462698
DOI10.1239/jap/1059060897zbMath1041.60036OpenAlexW2111591614MaRDI QIDQ4462698
Krzysztof Dȩbicki, M. R. H. Mandjes
Publication date: 18 May 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/4252
fractional Brownian motionfluid queueoverflow probabilityextremesexact asymptoticsintegrated Gaussian process
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)
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