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Media type:
E-Article
Title:
FRACTIONAL BROWNIAN MOTION WITH H < ½ AS A LIMIT OF SCHEDULED TRAFFIC
Contributor:
ARAMAN, VICTOR F.;
GLYNN, PETER W.
Published:
Applied Probability Trust, 2012
Published in:
Journal of Applied Probability, 49 (2012) 3, Seite 710-718
Language:
English
ISSN:
0021-9002
Origination:
Footnote:
Description:
In this paper we show that fractional Brownian motion with H < ½ can arise as a limit of a simple class of traffic processes that we call 'scheduled traffic models'. To our knowledge, this paper provides the first simple traffic model leading to fractional Brownnian motion with H < ½. We also discuss some immediate implications of this result for queues fed by scheduled traffic, including a heavy-traffic limit theorem.