Additional Metadata
Keywords fractional Brownian motion, convergence to stationarity, large deviations
MSC Gaussian processes (msc 60G15), Large deviations (msc 60F10), Queueing theory (msc 60K25)
THEME Logistics (theme 3), Energy (theme 4)
Publisher I.M.S.
Journal Annals of Applied Probability
Citation
Glynn, P, Mandjes, M.R.H, & Norros, I. (2009). On convergence to stationarity of fractional Brownian storage. Annals of Applied Probability, 18, 1385–1403.