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Reduced-load equivalence for Gaussian processes |
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| Authors: | Bert Zwart Sem Borst Krzysztof De¸bicki |
| Institution: | a Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands b CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands c Bell Laboratories, Lucent Technologies, P.O. Box 636, Murray Hill, NJ 07974, USA d Mathematical Institute, University of Wroc?aw, pl. Grunwaldzki 2/4, 50-384 Wroc?aw, Poland |
| Abstract: | 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 two processes, and apply these results to the case of two fractional Brownian motions. |
| Keywords: | (primary) 60G15 (secondary) 60F10 60G70 |
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