A new stochastic model and its diffusion approximation
From MaRDI portal
Publication:519732
DOI10.1214/15-BJPS303zbMath1380.60085MaRDI QIDQ519732
Publication date: 5 April 2017
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1485334825
Gaussian processdiffusion approximationBrownian bridgeinfinite server queuebiconvex covariance functioninhomogeneous Brownian sheetnonpositively correlated increments
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Functional limit theorems; invariance principles (60F17)