A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic

DOI10.1016/j.spa.2006.07.001zbMath1108.60074MaRDI QIDQ867846

Rosario Delgado

Publication date: 19 February 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.07.001

zbMATH Keywords

queueing network; reflected fractional Brownian motion; workload process

Mathematics Subject Classification ID

60G15: Gaussian processes

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

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Cites Work

• Traffic with an fBm limit: convergence of the stationary workload process
• An invariance principle for semimartingale reflecting Brownian motions in an orthant
• Regulations dÉterminates et stochastiques dans le premier “orthant” de R^N
• Fractional Brownian Motions, Fractional Noises and Applications
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