A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic-Reference-Cited by-同舟云学术

A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic

Published:2007-02 Issue:2 Volume:117 Page:188-201
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Delgado Rosario

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference8 articles.

1. Régulations déterministes et stochastiques dans le premier orthant de Rn;Bernard;Stochastics and Stochastics Reports,1991

2. Convergence of Probability Measures;Billingsley,1968

3. Traffic with an fBm limit: Convergence of the stationary workload process;Debicki;Queueing Systems,2004

4. Un problème de réflexion et ses aplications au temps local et aux équations différentielles stochastiques sur R. Cas continu;El Karoui;Société Mathématique de France, Astérisque,1978

5. Balanced fluid models of multiclass queueing networks: A heavy traffic conjecture;Harrison,1995

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