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Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 3, Pages 81–89
(Mi ia220)
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This article is cited in 2 scientific papers (total in 2 papers)
Papers to the reports presented at the XXIX International Seminar on Stability Problems for Stochastic Models (Svetlogorsk Kaliningrad region, Russia, 10–16 October 2011)
Asymptotics of the maximum workload for a class of gaussian queueing systems
O. V. Lukashenkoab, E. V. Morozovba a Institute of Applied Mathematical Research, Karelian Research Centre, RAS, Petrozavodsk
b Petrozavodsk State University
Abstract:
The asymptotics of the maximum workload in a fluid queueing system fed by a process containing a random component are described by a centered Gaussian process. It is assumed that the variance of the process is a regularly varying at infinity function with index belonging to interval $(0,2)$. Such class of processes includes, in particular, a sum of independent fractional Brownian motions. It is shown that, under an appropriate scaling, the maximum workload over interval $[0,t]$ converges in probability to an explicitly given constant as $t$ increases.
Keywords:
Gaussian queueing system; maximum workload; fractional Brownian motion; asymptotical analysis; regular variation.
Citation:
O. V. Lukashenko, E. V. Morozov, “Asymptotics of the maximum workload for a class of gaussian queueing systems”, Inform. Primen., 6:3 (2012), 81–89
Linking options:
https://www.mathnet.ru/eng/ia220 https://www.mathnet.ru/eng/ia/v6/i3/p81
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Abstract page: | 313 | Full-text PDF : | 102 | References: | 49 | First page: | 2 |
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