Editorial introduction: special issue on Gaussian queues
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Publication:6089002
Cites work
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- A note on LDP for supremum of Gaussian processes over infinite horizon
- A storage model with self-similar input
- Bounds for expected supremum of fractional Brownian motion with drift
- Diffusion approximations in collective risk theory
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
- Exact asymptotics of Gaussian-driven tandem queues
- Extremes of a certain class of Gaussian processes
- Fast simulation of overflow probabilities in a queue with Gaussian input
- Gaussian tandem queues with an application to dimensioning of switch fabric interfaces
- 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
- Lectures on Gaussian Processes
- Level Sets and Extrema of Random Processes and Fields
- Multiple channel queues in heavy traffic. I
- On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
- On-off fluid models in heavy traffic environment
- Reflected Brownian motion on an orthant
- Ruin probability for Gaussian integrated processes.
- Stochastic-Process Limits
- The diffusion approximation for tandem queues in heavy traffic
- Traffic with an fBm limit: convergence of the stationary workload process
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