2003
Conditional limit theorems for queues with Gaussian input, a weak convergence approach
Publication
Publication
We consider a buffered queueing system that is fed by a Gaussian source and drained at a constant rate. The fluid offered to the system in a time interval $(0,t]$ is given by a separable continuous Gaussian process $Y$ with stationary increments. The variance function $sigma^2:tmapsto var Y_t$ of $Y$ is assumed to be regularly varying with index $2H$, for some $0
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| CWI | |
| CWI. Probability, Networks and Algorithms [PNA] | |
| Organisation | Stochastics |
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Dieker, T. (2003). Conditional limit theorems for queues with Gaussian input, a weak convergence approach. CWI. Probability, Networks and Algorithms [PNA]. CWI. |
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