On convergence to stationarity of fractional Brownian storage
Annals of Applied Probability , Volume 18 p. 1385- 1403
|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)|
|Journal||Annals of Applied Probability|
Glynn, P, Mandjes, M.R.H, & Norros, I. (2009). On convergence to stationarity of fractional Brownian storage. Annals of Applied Probability, 18, 1385–1403.