Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input

DOI10.1007/S11134-023-09889-5zbMATH Open1529.90032OpenAlexW4386707606MaRDI QIDQ6089005FDOQ6089005

Guodong Pang, Sumith Reddy Anugu

Publication date: 14 December 2023

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-023-09889-5

zbMATH Keywords

long-range dependencelong-time behaviorself-similar processrunning maximum processstochastic fluid queue(sample path) large deviationgeneralized Riemann-Liouville fractional Brownian motion

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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Cited In (2)

• Sample path moderate deviations for shot noise processes in the high intensity regime
• On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input

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