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The M/G/∞ system revisited: finiteness, summability, long range dependence, and reverse engineering
14 references·1 citing·36 second hop
The M/G/∞ system revisited: finiteness, summability, long range dependence, and reverse engineering (2006)The M/G/∞ system revisited: finiteness, s…Theory and applications of long-range dependence (2003)Theory and applications of lo…Processes with Long-Range Correlations (2003)Processes with Long-Range Cor…Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Stochastic-process limits : a…M|G|∞ input processes: a versatile class of models for network traffic (2002)M|G|∞ input processes: a vers…Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)Is Network Traffic Appriximat…Self-similar communication models and very heavy tails (2000)Self-similar communication mo…Asymptotic results for multiplexing subexponential on-off processes (1999)Asymptotic results for multip…Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues (1999)Activity periods of an infini…An exhaustive lĕvy storage process with intermittent output (1998)An exhaustive lĕvy storage pr…Tail probabilities for M/G/∞ input processes (I): Preliminary asymptotics (1997)Tail probabilities for M/G/∞ …Parallel and Tandem Fluid Networks with Dependent Levy Inputs (1993)Parallel and Tandem Fluid Net…Queues with Server Vacations and Levy Processes with Secondary Jump Input (1991)Queues with Server Vacations …Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Introduction to the Theory of Queues. (1963)Introduction to the Theory of…Measuring statistical heterogeneity: The Pietra index (2009)Measuring statistical heterog…Extreme Values, Regular Variation and Point Processes (1987)Stopped Random Walks (1988)Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (2004)Modeling teletraffic arrivals by a Poisson cluster process (2006)Activity signature functions for high-frequency data analysis (2009)The stability of a queue with non-independent inter-arrival and service times (1962)A storage model with self-similar input (1994)Statistics for Long-Memory Processes. (1996)Queueing at large resources driven by long-tailed M/G/∞-modulated processes (1998)Asymptotic behavior of a multiplexer fed by a long-range dependent process (1999)Applied Probability and Queues (1987)Brownian Motion and Stochastic Flow Systems. (1987)Steady-State Distribution of the Buffer Content for M/G/ infinity Input Fluid Queues (2001)Asymptotic independence and a network traffic model (2002)ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (2010)The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Fundamentals of Queueing Theory. (1977)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Tail probabilities for non-standard risk and queueing processes with subexponential jumps (1999)Precise large deviations for sums of random variables with consistently varying tails (2004)Introduction to Stochastic Processes (2014)Dynamic Routing in Large-Scale Service Systems with Heterogeneous Servers (2005)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Control of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and Feedback (2015)A General Class of Bulk Queues with Poisson Input (1967)Stochastic Processes for Insurance and Finance (1999)Coping with Time‐Varying Demand When Setting Staffing Requirements for a Service System (2007)Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models (2006)Bootstrap for Empirical Multifractal Analysis (2007)Interaction-dominant dynamics in human cognition: Beyond 1/ƒα fluctuation. (2010)
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References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 2003Theory and applications of long-range dependence989 cited
  • 1963Introduction to the Theory of Queues.961 cited
  • 2002Stochastic-process limits : an introduction to stochastic-process limits and their application to queues468 cited
  • 2002Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?270 cited
  • 1999Asymptotic results for multiplexing subexponential on-off processes129 cited
  • 2003Processes with Long-Range Correlations125 cited
  • 2002M|G|∞ input processes: a versatile class of models for network traffic85 cited
  • 2000Self-similar communication models and very heavy tails71 cited
  • 1997Tail probabilities for M/G/∞ input processes (I): Preliminary asymptotics61 cited
  • 1991Queues with Server Vacations and Levy Processes with Secondary Jump Input59 cited
  • 1999Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues58 cited
  • 1993Parallel and Tandem Fluid Networks with Dependent Levy Inputs56 cited
  • 1998An exhaustive lĕvy storage process with intermittent output27 cited

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Measuring statistical heterogeneity: The Pietra index
85 cited