On stochastic models of service system with dependent process characteristics
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 21, Tome 431 (2014), pp. 110-139
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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.
@article{ZNSL_2014_431_a7,
author = {E. S. Kosarevskaya},
title = {On stochastic models of service system with dependent process characteristics},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {110--139},
year = {2014},
volume = {431},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2014_431_a7/}
}
E. S. Kosarevskaya. On stochastic models of service system with dependent process characteristics. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 21, Tome 431 (2014), pp. 110-139. http://geodesic.mathdoc.fr/item/ZNSL_2014_431_a7/
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