Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity

DOI10.1080/15326340008807585MaRDI QIDQ4484844zbMATH OpenOpenAlexFDO

Authors Jinwoo Choe, Ness B. Shroff

Publication date 5 February 2001

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340008807585

zbMATH Keywords

self-similaritystationary incrementslong range dependencefractal Brownian motionoverflow probabilitysteady state queue length distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25)

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(7)

• Reduced-load equivalence for Gaussian processes
• Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals
• On the maxima of suprema of dependent Gaussian models
• The Lamperti transforms of self-similar Gaussian processes and their exponentials
• Extremes of Gaussian processes over an infinite horizon
• Network decomposition in the many-sources regime
• Generalized sub-Gaussian fractional Brownian motion queueing model

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