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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 110–139
(Mi znsl6098)
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On stochastic models of service system with dependent process characteristics
E. S. Kosarevskaya St. Petersburg State University, St. Petersburg, Russia
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
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
Linking options:
https://www.mathnet.ru/eng/znsl6098 https://www.mathnet.ru/eng/znsl/v431/p110
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Statistics & downloads: |
Abstract page: | 165 | Full-text PDF : | 47 | References: | 38 |
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