Lower bound for the expected supremum of fractional brownian motion using coupling
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Publication:6148873
DOI10.1017/jpr.2022.129arXiv2201.00706OpenAlexW4366826063MaRDI QIDQ6148873
Publication date: 12 January 2024
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.00706
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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