Exact overflow asymptotics for queues with many Gaussian inputs

Journal of Applied Probability

Volumn 40, Issue 3, 2003, Pages 704-720

  Dȩbicki, Krzysztof ^a,b   Mandjes, Michel ^a,c  

^a CWI   (Netherlands)

^b UNIVERSITY OF WROC AW   (Poland)

^c UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

Exact asymptotics; Extremes; Fluid queue; Fractional Brownian motion; Gaussian process; Integrated Gaussian process; Overflow probability

Indexed keywords

EID: 0242592979     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1059060897     Document Type: Article

References (28)

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