Simulation of the Asymptotic Constant in Some Fluid Models

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A Gaussian fluid model
An approximation method for complete solutions of Markov-modulated fluid models.
Extremes of a certain class of Gaussian processes
Fast simulation of queues with long-range dependent traffic
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On-off fluid models in heavy traffic environment
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Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
Extremes of Gaussian processes over an infinite horizon
Discrete and continuous time extremes of Gaussian processes
Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
Approximation of passage times of -reflected processes with FBM input
Extremes and First Passage Times of Correlated Fractional Brownian Motions
Parisian ruin of self-similar Gaussian risk processes
Open problems in Gaussian fluid queueing theory
On asymptotic constants in the theory of extremes for Gaussian processes
On Extremal Index of max-stable stationary processes
Remarks on Pickands' theorem
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