Reduced-load equivalence for Gaussian processes

Reduced-load equivalence for Gaussian processes

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Article ID: iaor2006397
Country: Netherlands
Volume: 33
Issue: 5
Start Page Number: 502
End Page Number: 510
Publication Date: Sep 2005
Journal: Operations Research Letters
Authors: , ,
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 processes, and apply these results to the case of two fractional Brownian motions.

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