On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks

Author: Delgado Rosario  

Publisher: Taylor & Francis Ltd

ISSN: 1532-6349

Source: Stochastic Models, Vol.26, Iss.2, 2010-04, pp. : 272-294

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Abstract