Reduced-load equivalence for Gaussian processes

Authors:
Bert Zwart;Sem Borst;Krzysztof Debicki
Affiliations:
Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands and CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands;Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands and CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands and ...;CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands and Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
Venue:
Operations Research Letters
Year:
2005

Citing 4
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Abstract

We consider a fluid model fed by two Gaussian processes. We obtain necessary and sufficient conditions for the workload asymptotics to be completely determined by one of the two processes, and apply these results to the case of two fractional Brownian motions.