RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2014 Volume 431, Pages 110–139 (Mi znsl6098)

On stochastic models of service system with dependent process characteristics

E. S. Kosarevskaya

St. Petersburg State University, St. Petersburg, Russia

Abstract: We consider a generalization of a service system model introduced by I. Kaj and M. Taqqu. Unlike their setting, we drop the unnatural assumption of independence between the duration and required resources quantity of a service process. We present a number of limit theorems for the process of integral workload. Wiener process, Fractional Brownian motion, or Stable Lévy process may show up as the limits.

Key words and phrases: teletraffic models, limit theorems, wiener process, fractional Brownian motion, stable process.

UDC: 519.2

Received: 20.10.2014


 English version:
Journal of Mathematical Sciences (New York), 2016, 214:4, 493–512

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024