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Informatika i Ee Primeneniya [Informatics and its Applications], 2013, Volume 7, Issue 1, Pages 36–43
(Mi ia242)
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This article is cited in 1 scientific paper (total in 1 paper)
On convergence in the space $L_p$ of the workload maximum for a class of Gaussian queueing systems
O. V. Lukashenkoab, E. V. Morozovab a Institute of Applied Mathematical Research, Karelian Research Centre, RAS, Petrozavodsk
b Petrozavodsk State University
Abstract:
A class of queueing systems fed by an input containing linear deterministic component and a random component described by a centered Gaussian process is considered. The variance of the input is a regularly varying at infinity function with exponent $0<V<2$. The conditions are found under which the maximum of stationary workload (remaining work) over time interval $[0,\,t]$ converges in the space $L_p$ as $t\rightarrow\infty$ (and under an appropriate scaling) to an explicitly given constant $a$. Asymptotics of the workload maximum in nonstationary regime is also given. The asymptotics of the hitting time of an increasing value $b$ by the workload process is obtained.
Keywords:
Gaussian queue; workload maximum; fractional Brownian motion; asymptotical analysis; regular varying.
Citation:
O. V. Lukashenko, E. V. Morozov, “On convergence in the space $L_p$ of the workload maximum for a class of Gaussian queueing systems”, Inform. Primen., 7:1 (2013), 36–43
Linking options:
https://www.mathnet.ru/eng/ia242 https://www.mathnet.ru/eng/ia/v7/i1/p36
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