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Multi-dimensional Fractional Brownian Motion and some Applications to Queueing Theory

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Fractals in Engineering

Abstract

Superimposition of different traffic sources are modeled by a sum of fractional Brownian motions (with Hurst parameter varying in the whole range of (0,1)) and a supplementary part which can be random. In this setting, it is shown that the overflow probability is non-sensitive to this supplementary part. For the analysis of the fractional Brownian motions, new mathematical tools are provided.

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© 1997 Springer-Verlag London Limited

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Belly, S., Decreusefond, L. (1997). Multi-dimensional Fractional Brownian Motion and some Applications to Queueing Theory. In: Lévy Véhel, J., Lutton, E., Tricot, C. (eds) Fractals in Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0995-2_14

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  • DOI: https://doi.org/10.1007/978-1-4471-0995-2_14

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-1253-2

  • Online ISBN: 978-1-4471-0995-2

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