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A Note on Transient Gaussian Fluid Models
11 references·1 citing·28 second hop
A Note on Transient Gaussian Fluid Models (2002)A Note on Transient Gaussian Fluid ModelsRuin probability for Gaussian integrated processes (2002)Ruin probability for Gaussian…On the maximum workload of a queue fed by fractional Brownian motion (2000)On the maximum workload of a …On–off fluid models in heavy traffic environment (1999)On–off fluid models in heavy …Extremes of a certain class of Gaussian processes (1999)Extremes of a certain class o…The superposition of alternating on-off flows and a fluid model (1998)The superposition of alternat…Self‐similar processes in collective risk theory (1998)Self‐similar processes in col…Fluid Model Driven by an Ornstein-Uhlenbeck Process (1994)Fluid Model Driven by an Orns…A storage model with self-similar input (1994)A storage model with self-sim…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments (1985)An asymptotic formula for the…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Queues with path-dependent arrival processes (2021)Queues with path-dependent ar…Stochastic Processes in Queueing Theory (1976)Simulation of the Asymptotic Constant in Some Fluid Models (2003)Traffic with an fBm Limit: Convergence of the Stationary Workload Process (2004)Fast simulation of overflow probabilities in a queue with Gaussian input (2006)Fractional Brownian Motions, Fractional Noises and Applications (1968)Queueing systems with long-range dependent input process and subexponential service times (2003)Conditional limit theorems for regulated fractional Brownian motion (2009)On the supremum of γ -reflected processes with fractional Brownian motion as input (2013)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Markov-modulated and feedback fluid queues (1998)Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Applied Probability and Queues (1987)On tail probabilities and first passage times for fractional Brownian motion (1999)Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (2014)Parisian ruin of self-similar Gaussian risk processes (2015)Wavelet analysis of long-range-dependent traffic (1998)A multifractal wavelet model with application to network traffic (1999)A wavelet-based joint estimator of the parameters of long-range dependence (1999)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)Extremes of Gaussian processes over an infinite horizon (2004)On the ruin probability for physical fractional Brownian motion (2004)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Exact overflow asymptotics for queues with many Gaussian inputs (2003)On asymptotic constants in the theory of extremes for Gaussian processes (2014)
this work references cited by second hop

References

  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1994A storage model with self-similar input848 cited
  • 1999Extremes of a certain class of Gaussian processes146 cited
  • 2002Ruin probability for Gaussian integrated processes100 cited
  • 1994Fluid Model Driven by an Ornstein-Uhlenbeck Process45 cited
  • 1998Self‐similar processes in collective risk theory41 cited
  • 1985An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments38 cited
  • 2000On the maximum workload of a queue fed by fractional Brownian motion32 cited
  • 1999On–off fluid models in heavy traffic environment26 cited
  • 1998The superposition of alternating on-off flows and a fluid model14 cited

Cited by

  • 2021Queues with path-dependent arrival processes11 cited

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