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Open problems in Gaussian fluid queueing theory
Authors:K. D?bicki  M. Mandjes
Affiliation:1. Mathematical Institute, University of Wroc?aw, pl. Grunwaldzki 2/4, 50-384, Wroc?aw, Poland
2. Korteweg-de Vries Institute for Mathematics, University of Amsterdam, Amsterdam, The Netherlands
3. Eurandom, Eindhoven University of Technology, Eindhoven, The Netherlands
4. CWI, Amsterdam, The Netherlands
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).
Keywords:
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