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Informatika i Ee Primeneniya [Informatics and its Applications], 2013, Volume 7, Issue 1, Pages 36–43 (Mi ia242)  

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
Full-text PDF (185 kB) Citations (1)
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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.
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{LukMor13}
\by O.~V.~Lukashenko, E.~V.~Morozov
\paper On convergence in the space $L_p$ of~the~workload maximum for~a~class of~Gaussian queueing systems
\jour Inform. Primen.
\yr 2013
\vol 7
\issue 1
\pages 36--43
\mathnet{http://mi.mathnet.ru/ia242}
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  • https://www.mathnet.ru/eng/ia/v7/i1/p36
  • This publication is cited in the following 1 articles:
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