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Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 3, Pages 81–89 (Mi ia220)  

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
Full-text PDF (188 kB) Citations (2)
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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.
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{LukMor12}
\by O.~V.~Lukashenko, E.~V.~Morozov
\paper Asymptotics of the maximum workload for a class of gaussian queueing systems
\jour Inform. Primen.
\yr 2012
\vol 6
\issue 3
\pages 81--89
\mathnet{http://mi.mathnet.ru/ia220}
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  • https://www.mathnet.ru/eng/ia/v6/i3/p81
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    References:49
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