Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524012 | Operations Research Letters | 2005 | 9 Pages |
Abstract
We consider a fluid model fed by two Gaussian processes. We obtain necessary and sufficient conditions for the workload asymptotics to be completely determined by one of the two processes, and apply these results to the case of two fractional Brownian motions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Bert Zwart, Sem Borst, Krzysztof De¸bicki,