On a Lower Asymptotic Bound of the Overflow Probability in a Fluid Queue with a Heterogeneous Fractional Input


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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.

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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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