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

DOI10.1080/15326340008807585zbMath0954.60082OpenAlexW2066381169MaRDI QIDQ4484844

Ness B. Shroff, Jinwoo Choe

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-similaritylong range dependenceoverflow probabilitystationary incrementsfractal Brownian motionsteady state queue length distribution

Mathematics Subject Classification ID

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

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The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials ⋮ Network decomposition in the many-sources regime ⋮ Extremes of Gaussian processes over an infinite horizon ⋮ Reduced-load equivalence for Gaussian processes ⋮ Generalized sub-Gaussian fractional Brownian motion queueing model ⋮ Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals

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