On a Lower Asymptotic Bound of the Overflow Probability in a Fluid Queue with a Heterogeneous Fractional Input
- Autores: Morozov E.V.1,2, Khokhlov Y.S.3, Lukashenko O.1,2
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Afiliações:
- Institute of Applied Mathematical Research of the Karelian Research Centre of RAS
- Petrozavodsk State University
- Lomonosov Moscow State University
- Edição: Volume 237, Nº 5 (2019)
- Páginas: 667-672
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/242425
- DOI: https://doi.org/10.1007/s10958-019-04192-2
- ID: 242425
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Resumo
For a fluid queue fed by superposition of fractional Brownian motion and alpha-stable Lévy process, the asymptotic lower bound of the overflow probability is obtained.
Sobre autores
E. Morozov
Institute of Applied Mathematical Research of the Karelian Research Centre of RAS; Petrozavodsk State University
Email: yskhokhlov@yandex.ru
Rússia, Petrozavodsk; Petrozavodsk
Yu. Khokhlov
Lomonosov Moscow State University
Autor responsável pela correspondência
Email: yskhokhlov@yandex.ru
Rússia, Moscow
O.V. Lukashenko
Institute of Applied Mathematical Research of the Karelian Research Centre of RAS; Petrozavodsk State University
Email: yskhokhlov@yandex.ru
Rússia, Petrozavodsk; Petrozavodsk
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