Based on the integral relationship between Brownian motion and fractional Brownian motion, we model a process with long-range dependence, Y , as the output of a time-invariant linear lter applied to a more familiar process X | one that does not have long-range dependence
In this article we study Gaussian queues (that is, queues fed by Gaussian processes, such as fractio...
We analyze the queue at a buer with input comprising sessions whose arrival is Poissonian, whose dur...
International audienceIn this paper, we prove maximal inequalities and study the functional central ...
[[abstract]]Long-range dependence has been recently asserted to be an important characteristic in mo...
Abstract. We introduce a class of Gaussian processes with stationary in-crements which exhibit long-...
This chapter is a non-technical introduction to large deviations of queues with long-range dependent...
Abstract. We consider a queue fed by Gaussian traffic and give conditions on the input process under...
We analyze the way in which large queues build up in the single-server fractional Brownian motion qu...
We introduce a class of Gaussian processes with stationary increments which exhibit long-range depen...
We present the tail asymptotics in a queue serviced at constant rate and whose input process has lon...
We describe methods for generating discretized sample paths of long-range dependent processes such a...
This paper aims at enhancing the understanding of long-range dependence (LRD) by focusing on mechani...
We study the heavy traffic regime of a discrete-time queue driven by correlated inputs, namely the M...
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical sy...
International audienceMultifractional Brownian motion (mBm) was introduced to overcome certain limit...
In this article we study Gaussian queues (that is, queues fed by Gaussian processes, such as fractio...
We analyze the queue at a buer with input comprising sessions whose arrival is Poissonian, whose dur...
International audienceIn this paper, we prove maximal inequalities and study the functional central ...
[[abstract]]Long-range dependence has been recently asserted to be an important characteristic in mo...
Abstract. We introduce a class of Gaussian processes with stationary in-crements which exhibit long-...
This chapter is a non-technical introduction to large deviations of queues with long-range dependent...
Abstract. We consider a queue fed by Gaussian traffic and give conditions on the input process under...
We analyze the way in which large queues build up in the single-server fractional Brownian motion qu...
We introduce a class of Gaussian processes with stationary increments which exhibit long-range depen...
We present the tail asymptotics in a queue serviced at constant rate and whose input process has lon...
We describe methods for generating discretized sample paths of long-range dependent processes such a...
This paper aims at enhancing the understanding of long-range dependence (LRD) by focusing on mechani...
We study the heavy traffic regime of a discrete-time queue driven by correlated inputs, namely the M...
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical sy...
International audienceMultifractional Brownian motion (mBm) was introduced to overcome certain limit...
In this article we study Gaussian queues (that is, queues fed by Gaussian processes, such as fractio...
We analyze the queue at a buer with input comprising sessions whose arrival is Poissonian, whose dur...
International audienceIn this paper, we prove maximal inequalities and study the functional central ...
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