Sojourns of fractional Brownian motion queues: transient asymptotics.
Krzysztof DebickiEnkelejd HashorvaPeng LiuPublished in: Queueing Syst. Theory Appl. (2023)
Keyphrases
- fractional brownian motion
- steady state
- long range
- non stationary
- heavy traffic
- queueing networks
- queue length
- markov chain
- fractal dimension
- financial markets
- service times
- random fields
- long range dependence
- sufficient conditions
- stationary distribution
- single server
- conditional random fields
- stochastic differential equations
- arrival rate
- stock price
- mathematical model
- optimal policy
- source code