메뉴 건너뛰기




Volumn 10, Issue 4, 2000, Pages 1084-1099

On the maximum workload of a queue fed by fractional Brownian motion

Author keywords

Extreme values; Fractional Brownian motion; Long range dependence; Queues

Indexed keywords


EID: 0034310134     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (30)

References (30)
  • 2
    • 0000296689 scopus 로고    scopus 로고
    • Extreme value theory for queues via cycle maxima
    • ASMUSSEN, S. (1998). Extreme value theory for queues via cycle maxima. Extremes 1 137-168.
    • (1998) Extremes , vol.1 , pp. 137-168
    • Asmussen, S.1
  • 4
    • 0029253909 scopus 로고
    • Long-range dependence in variable-bit-rate video traffic
    • BERAN, J., SHERMAN, R., TAQQU, M. and WILLINGER, W. (1995). Long-range dependence in variable-bit-rate video traffic. IEEE Trans. Comm. 43 1566-1579.
    • (1995) IEEE Trans. Comm. , vol.43 , pp. 1566-1579
    • Beran, J.1    Sherman, R.2    Taqqu, M.3    Willinger, W.4
  • 5
    • 0000145945 scopus 로고    scopus 로고
    • Moderate deviations for queues with long-range dependent input
    • Springer, New York
    • CHANG, C.-S., YAO, D. D. and ZAJIC, T. (1996). Moderate deviations for queues with long-range dependent input. Stochastic Networks. Lecture Notes in Statist. 117 275-298. Springer, New York.
    • (1996) Stochastic Networks. Lecture Notes in Statist. , vol.117 , pp. 275-298
    • Chang, C.-S.1    Yao, D.D.2    Zajic, T.3
  • 6
    • 0002011157 scopus 로고
    • Extreme value distribution for the M/G/1 and the G/M/1 queueing systems
    • COHEN, J. W. (1968). Extreme value distribution for the M/G/1 and the G/M/1 queueing systems. Ann. Inst. H. Poincaré Sec. B 4 83-98.
    • (1968) Ann. Inst. H. Poincaré Sec. B , vol.4 , pp. 83-98
    • Cohen, J.W.1
  • 7
    • 84971179977 scopus 로고
    • Large deviations and overflow probabilities with general single-server queue, with applications
    • DUFFIELD, N. G. and O'CONNELL, N. (1995). Large deviations and overflow probabilities with general single-server queue, with applications. Math. Proc. Cambridge Philos. Soc. 118 363-374.
    • (1995) Math. Proc. Cambridge Philos. Soc. , vol.118 , pp. 363-374
    • Duffield, N.G.1    O'Connell, N.2
  • 9
    • 0001115775 scopus 로고
    • Limits of first passage times to rare sets in regenerative processes
    • GLASSERMAN, P. and KOU, S. (1995). Limits of first passage times to rare sets in regenerative processes. Ann. Appl. Probab. 5 424-445.
    • (1995) Ann. Appl. Probab. , vol.5 , pp. 424-445
    • Glasserman, P.1    Kou, S.2
  • 10
    • 0000519697 scopus 로고
    • Ordinary CLT and WLLN versions of L = λW
    • GLYNN, P. and WHITT, W. (1988). Ordinary CLT and WLLN versions of L = λW. Math. Oper. Res. 13 674-692.
    • (1988) Math. Oper. Res. , vol.13 , pp. 674-692
    • Glynn, P.1    Whitt, W.2
  • 12
    • 0031260682 scopus 로고    scopus 로고
    • Patterns of buffer overflow in a class of queues with long memory in the input stream
    • HEATH, D., RESNICK, S. and SAMORODNITSKY, G. (1997). Patterns of buffer overflow in a class of queues with long memory in the input stream. Ann. Appl. Probab. 7 1021-1057.
    • (1997) Ann. Appl. Probab. , vol.7 , pp. 1021-1057
    • Heath, D.1    Resnick, S.2    Samorodnitsky, G.3
  • 13
    • 0031996403 scopus 로고    scopus 로고
    • Heavy tails and long range dependence in on/off processes and associated fluid models
    • HEATH, D., RESNICK, S. and SAMORODNITSKY, G. (1998). Heavy tails and long range dependence in on/off processes and associated fluid models. Math. Oper. Res. 23 145-165.
    • (1998) Math. Oper. Res. , vol.23 , pp. 145-165
    • Heath, D.1    Resnick, S.2    Samorodnitsky, G.3
  • 14
    • 0030495560 scopus 로고    scopus 로고
    • Dynamic bandwidth allocation for ATM switches
    • HSU, I. and WALRAND, J. (1996). Dynamic bandwidth allocation for ATM switches. J. Appl. Probab. 33 758-771.
    • (1996) J. Appl. Probab. , vol.33 , pp. 758-771
    • Hsu, I.1    Walrand, J.2
  • 15
    • 0033210499 scopus 로고    scopus 로고
    • Extremes of a certain class of Gaussian processes
    • HUSLER, J. and PITERBARG, V. (1999). Extremes of a certain class of Gaussian processes. Stochastic Process. Appl. 83 257-271.
    • (1999) Stochastic Process. Appl. , vol.83 , pp. 257-271
    • Husler, J.1    Piterbarg, V.2
  • 16
    • 0001506434 scopus 로고
    • Extreme values in the GI/G/1 queue
    • IGLEHART, D. L. (1972). Extreme values in the GI/G/1 queue. Ann. Math. Statist. 43 627-635.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 627-635
    • Iglehart, D.L.1
  • 17
  • 18
    • 16144366360 scopus 로고    scopus 로고
    • Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
    • KONSTANTOPOULOS, T., ZAZANIS, M. and DE VECIANA, G. (1996). Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues. Stochastic Process. Appl. 65 139-146.
    • (1996) Stochastic Process. Appl. , vol.65 , pp. 139-146
    • Konstantopoulos, T.1    Zazanis, M.2    De Veciana, G.3
  • 19
    • 0030491284 scopus 로고    scopus 로고
    • A new class of performance results for a fractional Brownian traffic model
    • KRISHNAN, K. R. (1996). A new class of performance results for a fractional Brownian traffic model. Queueing Systems 22 277-285.
    • (1996) Queueing Systems , vol.22 , pp. 277-285
    • Krishnan, K.R.1
  • 22
    • 84990576543 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions
    • LIONS, P.-L. and SZNITMAN, A.-S. (1984). Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 37 511-537.
    • (1984) Comm. Pure Appl. Math. , vol.37 , pp. 511-537
    • Lions, P.-L.1    Sznitman, A.-S.2
  • 23
    • 0000501589 scopus 로고
    • Fractional Brownian motion, fractional noises and applications
    • MANDELBROT, B. B. and VAN NESS, J. W. (1968). Fractional Brownian motion, fractional noises and applications. SIAM Rev. 10 422-437.
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.W.2
  • 24
    • 0033236712 scopus 로고    scopus 로고
    • Large buffer asymptotics for the queue with FBM input
    • MASSOULIE, L. and SIMONIAN, A. (1999). Large buffer asymptotics for the queue with FBM input J. Appl. Probab. 36, 894-906.
    • (1999) J. Appl. Probab. , vol.36 , pp. 894-906
    • Massoulie, L.1    Simonian, A.2
  • 25
    • 0002523391 scopus 로고    scopus 로고
    • Queue length distribution for fractional Brownian traffic
    • NARAYAN, O. (1998). Queue length distribution for fractional Brownian traffic. Advances in Performance Analysis 1 39-65.
    • (1998) Advances in Performance Analysis , vol.1 , pp. 39-65
    • Narayan, O.1
  • 26
    • 21344482808 scopus 로고
    • A storage model with self-similar input
    • NORROS, I. (1994). A storage model with self-similar input. Queueing Systems 16 387-396.
    • (1994) Queueing Systems , vol.16 , pp. 387-396
    • Norros, I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.