Sojourns of fractional Brownian motion queues: transient asymptotics

DOI10.1007/S11134-023-09890-YMaRDI QIDQ6067390zbMATH OpenOpenAlexFDO

Authors Krzysztof Dȩbicki, Enkelejd Hashorva, Peng Liu

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

zbMATH Keywords

fractional Brownian motionsojourn timeexact asymptoticsstationary queueing processgeneralized Berman-type constants

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25)

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• Extremes of Gaussian processes over an infinite horizon
• Extremes of a certain class of Gaussian processes
• Extremes of stationary Gaussian storage models
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Large Deviations for Gaussian Queues
• Large deviations of a storage process with fractional Brownian motion as input
• On the Dependence Structure of Gaussian Queues
• On the infimum attained by the reflected fractional Brownian motion
• On the ruin probability for physical fractional Brownian motion
• Random Fields and Geometry
• Sojourn times of Gaussian processes with trend
• Tandem Brownian queues
• The correlation functions of rbm and m/m/1
• Transient behavior of regulated Brownian motion, I: Starting at the origin
• Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
• Transient characteristics of Gaussian queues
• Uniform tail approximation of homogenous functionals of Gaussian fields

Cited in

(1)

• Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic

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