Open problems in Gaussian fluid queueing theory

Open problems in Gaussian fluid queueing theory

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Article ID: iaor20119069
Volume: 68
Issue: 3
Start Page Number: 267
End Page Number: 273
Publication Date: Aug 2011
Journal: Queueing Systems
Authors: ,
Keywords: fluid queue, gaussian processes
Abstract:

We present three challenging open problems that originate from the analysis of the asymptotic behavior of Gaussian fluid queueing models. In particular, we address the problem of characterizing the correlation structure of the stationary buffer content process, the speed of convergence to stationarity, and analysis of an asymptotic constant associated with the stationary buffer content distribution (the so‐called Pickands constant).

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