Transactions of KarRC RAS :: Scientific publications

О.В. Лукашенко, Е.В. Морозов, М. Пагано.

Статистическое моделирование гауссовской очереди

// Труды КарНЦ РАН. No 5. Сер. Математическое моделирование и информационные технологии, вып. 2. 2011. C. 55-62

O.V. Lukashenko, E.V. Morozov, M. Pagano. Simulation of the Gaussian queue // Transactions of Karelian Research Centre of Russian Academy of Science. No 5. Mathematical Modeling and Information Technologies. 2011. Pp. 55-62

Keywords: Gaussian queue, dependence structure, fractional Brownian motion.

The paper is devoted to the dependence structure of Gaussian queues (queues fed by Gaussian input). The focus is on the system with fractional Brownian input (fractional Brownian motion, fBm). An approximation of the probability of large deviation is investigated. A Gaussian queue in the multiple-source mode is analyzed by simulation. The study was supported by RFBR, project 10-07-00017.