Sojourns of fractional Brownian motion queues: transient asymptotics
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Publication:6067390
DOI10.1007/s11134-023-09890-yarXiv2308.15662OpenAlexW4386588234MaRDI QIDQ6067390
Krzysztof Dȩbicki, Peng Liu, Enkelejd Hashorva
Publication date: 14 December 2023
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2308.15662
fractional Brownian motionsojourn timeexact asymptoticsstationary queueing processgeneralized Berman-type constants
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25)
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