Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input.
Anugu Sumith ReddyGuodong PangPublished in: Queueing Syst. Theory Appl. (2023)
Keyphrases
- fractional brownian motion
- large deviations
- long range
- long range dependence
- non stationary
- queue length
- fractal dimension
- state dependent
- markov processes
- financial markets
- random fields
- single server
- stochastic differential equations
- generalization bounds
- conditional random fields
- parameter estimation
- queueing networks
- intrusion detection
- asymptotically optimal
- stationary distribution
- steady state
- queueing systems
- mathematical model