scientific article; zbMATH DE number 934481

MaRDI QIDQ4895178zbMATH OpenFDO

Authors Cheng-Shang Chang, David D. Yao, Tim Zajic

Publication date 13 October 1996

zbMATH Keywords

long-range dependenceBrownian motionfractional Brownian motionmoderate deviations principlesteady-state resultsasymptotic behavior of queues

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65)

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(6)

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• Heavy traffic limits associated with M/G/\(\infty\) input processes
• On the maximum workload of a queue fed by fractional Brownian motion.
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• Conditional limit theorems for regulated fractional Brownian motion
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