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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 110–139 (Mi znsl6098)  

On stochastic models of service system with dependent process characteristics

E. S. Kosarevskaya

St. Petersburg State University, St. Petersburg, Russia
References:
Abstract: We consider a generalization of a service system model introduced by I. Kaj and M. Taqqu. Unlike their setting, we drop the unnatural assumption of independence between the duration and required resources quantity of a service process. We present a number of limit theorems for the process of integral workload. Wiener process, Fractional Brownian motion, or Stable Lévy process may show up as the limits.
Key words and phrases: teletraffic models, limit theorems, wiener process, fractional Brownian motion, stable process.
Received: 20.10.2014
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 214, Issue 4, Pages 493–512
DOI: https://doi.org/10.1007/s10958-016-2793-2
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: E. S. Kosarevskaya, “On stochastic models of service system with dependent process characteristics”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 110–139; J. Math. Sci. (N. Y.), 214:4 (2016), 493–512
Citation in format AMSBIB
\Bibitem{Kos14}
\by E.~S.~Kosarevskaya
\paper On stochastic models of service system with dependent process characteristics
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 110--139
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6098}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488640}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 493--512
\crossref{https://doi.org/10.1007/s10958-016-2793-2}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961187469}
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  • https://www.mathnet.ru/eng/znsl/v431/p110
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