Fast simulation of overflow probabilities in a queue with Gaussian input
Work
Year: 2006
Type: article
Abstract: In this article, we study a queue fed by a large number n of independent discrete-time Gaussian processes with stationary increments. We consider the many-sources asymptotic regime, that is, the buffe... more
Authors A. B. Dieker, Michel Mandjes
Institution University of Twente
Cites: 39
Cited by: 26
Related to: 10
FWCI: 3.557
Citation percentile (by year/subfield): 89.53
Subfield: Management Information Systems
Domain: Social Sciences
Open Access status: green