Email this article On a Lower Asymptotic Bound of the Overflow Probability in a Fluid Queue with a Heterogeneous Fractional Input
- Authors: Morozov E.V.1,2, Khokhlov Y.S.3, Lukashenko O.1,2
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Affiliations:
- Institute of Applied Mathematical Research of the Karelian Research Centre of RAS
- Petrozavodsk State University
- Lomonosov Moscow State University
- Issue: Vol 237, No 5 (2019)
- Pages: 667-672
- Section: 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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Abstract
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.
About the authors
E. V. Morozov
Institute of Applied Mathematical Research of the Karelian Research Centre of RAS; Petrozavodsk State University
Email: yskhokhlov@yandex.ru
Russian Federation, Petrozavodsk; Petrozavodsk
Yu. S. Khokhlov
Lomonosov Moscow State University
Author for correspondence.
Email: yskhokhlov@yandex.ru
Russian Federation, Moscow
O.V. Lukashenko
Institute of Applied Mathematical Research of the Karelian Research Centre of RAS; Petrozavodsk State University
Email: yskhokhlov@yandex.ru
Russian Federation, Petrozavodsk; Petrozavodsk
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