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: | Borst Sem, Dbicki Krzysztof, Zwart Bert |
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.