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Traffic with an fBm Limit: Convergence of the Stationary Workload Process
8 references·2 citing·33 second hop
Traffic with an fBm Limit: Convergence of the Stationary Workload Process (2004)Traffic with an fBm Limit: Convergence of…Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)Is Network Traffic Appriximat…Overflow behavior in queues with many long-tailed inputs (2000)Overflow behavior in queues w…On–off fluid models in heavy traffic environment (1999)On–off fluid models in heavy …Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)Heavy Tails and Long Range De…Fluid models for single buffer systems (1998)Fluid models for single buffe…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…Stochastic Processes in Queueing Theory (1976)Stochastic Processes in Queue…A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH (2006)A TANDEM QUEUE WITH LÉVY INPU…Sample-path large deviations for generalized processor sharing queues with Gaussian inputs (2005)Sample-path large deviations …Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Simulation of the Asymptotic Constant in Some Fluid Models (2003)Fast simulation of overflow probabilities in a queue with Gaussian input (2006)Extreme Values, Regular Variation and Point Processes (1987)Stopped Random Walks (1988)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)Applied Probability and Queues (1987)Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows (2004)Asymptotic analysis of Lévy-driven tandem queues (2008)Performance Evaluation of a Queue Fed by a Poisson Lomax Burst Process (2014)A new technique for analyzing large traffic systems (1986)Large deviations, the shape of the loss curve, and economies of scale in large multiplexers (1995)Buffer overflow asymptotics for a buffer handling many traffic sources (1996)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Brownian Motion and Stochastic Flow Systems. (1987)Markov-modulated and feedback fluid queues (1998)Queueing analysis: A foundation of performance evaluation (1995)Applied Probability and Queues (2003)Queues with state-dependent rates (2005)On the tails of waiting-time distributions (1975)The Impact of Autocorrelation on Queuing Systems (1993)Heavy tail modeling and teletraffic data: special invited paper (1997)Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (2004)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)Fluid and diffusion limits for queues in slowly changing environments (1997)The Three-Sided Market of On-Demand Delivery (2021)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)Martingale Methods in Financial Modelling (1997)Fluctuations of Lévy Processes with Applications (2014)
this work references cited by second hop

References

  • 1994A storage model with self-similar input848 cited
  • 1976Stochastic Processes in Queueing Theory674 cited
  • 2002Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?270 cited
  • 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models176 cited
  • 1998Fluid models for single buffer systems147 cited
  • 1994Fluid Model Driven by an Ornstein-Uhlenbeck Process45 cited
  • 2000Overflow behavior in queues with many long-tailed inputs32 cited
  • 1999On–off fluid models in heavy traffic environment26 cited

Cited by

  • 2006A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH17 cited
  • 2005Sample-path large deviations for generalized processor sharing queues with Gaussian inputs15 cited

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