Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
H Dai - Queueing Systems, 2022 - Springer
Empirical studies have shown that traffic in communication networks exhibits long-range
dependence. Cumulative network traffic is often thought to be well modelled by a fractional …
dependence. Cumulative network traffic is often thought to be well modelled by a fractional …
Green's functions with oblique Neumann boundary conditions in the quadrant
S Franceschi - Journal of Theoretical Probability, 2021 - Springer
We study semi-martingale obliquely reflected Brownian motion with drift in the first quadrant
of the plane in the transient case. Our main result determines a general explicit integral …
of the plane in the transient case. Our main result determines a general explicit integral …
Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution
Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions,
have various applications in many fields, including queuing theory and mathematical …
have various applications in many fields, including queuing theory and mathematical …
[PDF][PDF] Green's functions with oblique Neumann boundary conditions in a wedge
S Franceschi - Preprint. Available at https://arxiv. org/abs, 1905 - hal.science
We study semi-martingale obliquely reflected Brownian motion (SRBM) with drift in a wedge
of the plane in the transient case. Our main result determines a general explicit integral …
of the plane in the transient case. Our main result determines a general explicit integral …