Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng Sojourns of fractional Brownian motion queues: transient asymptotics. (English) Zbl 07778255 Queueing Syst. 105, No. 1-2, 139-170 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Queueing Syst. 105, No. 1--2, 139--170 (2023; Zbl 07778255) Full Text: DOI arXiv
Anugu, Sumith Reddy; Pang, Guodong Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input. (English) Zbl 07778252 Queueing Syst. 105, No. 1-2, 47-98 (2023). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{S. R. Anugu} and \textit{G. Pang}, Queueing Syst. 105, No. 1--2, 47--98 (2023; Zbl 07778252) Full Text: DOI
Dȩbicki, Krzysztof (ed.); Hashorva, Enkelejd (ed.); Mandjes, Michel (ed.) Editorial introduction: special issue on Gaussian queues. (English) Zbl 07778249 Queueing Syst. 105, No. 1-2, 1-4 (2023). MSC: 00Bxx 90B22 PDFBibTeX XMLCite \textit{K. Dȩbicki} (ed.) et al., Queueing Syst. 105, No. 1--2, 1--4 (2023; Zbl 07778249) Full Text: DOI
Ślęzak, Jakub; Metzler, Ralf Minimal model of diffusion with time changing Hurst exponent. (English) Zbl 07733835 J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023). MSC: 82C31 82C05 60G22 PDFBibTeX XMLCite \textit{J. Ślęzak} and \textit{R. Metzler}, J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023; Zbl 07733835) Full Text: DOI arXiv
Leipus, Remigijus; Pilipauskaitė, Vytautė; Surgailis, Donatas Aggregation of network traffic and anisotropic scaling of random fields. (English) Zbl 07686921 Theory Probab. Math. Stat. 108, 77-126 (2023). MSC: 62M10 60G22 60G15 60G18 60G52 60H05 PDFBibTeX XMLCite \textit{R. Leipus} et al., Theory Probab. Math. Stat. 108, 77--126 (2023; Zbl 07686921) Full Text: DOI arXiv
Garino, Valentin; Nourdin, Ivan; Vallois, Pierre Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. (English) Zbl 1514.60064 Electron. J. Probab. 27, Paper No. 130, 43 p. (2022). Reviewer: Nicolas Privault (Singapura) MSC: 60H05 60F05 60G15 60H07 60G22 PDFBibTeX XMLCite \textit{V. Garino} et al., Electron. J. Probab. 27, Paper No. 130, 43 p. (2022; Zbl 1514.60064) Full Text: DOI arXiv
Hager, Paul; Neuman, Eyal The multiplicative chaos of \(H=0\) fractional Brownian fields. (English) Zbl 1503.60046 Ann. Appl. Probab. 32, No. 3, 2139-2179 (2022). MSC: 60G22 60G15 60G18 60G57 PDFBibTeX XMLCite \textit{P. Hager} and \textit{E. Neuman}, Ann. Appl. Probab. 32, No. 3, 2139--2179 (2022; Zbl 1503.60046) Full Text: DOI arXiv
Dai, Hongshuai Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation. (English) Zbl 1491.60157 Queueing Syst. 101, No. 1-2, 165-196 (2022). MSC: 60K25 60G15 PDFBibTeX XMLCite \textit{H. Dai}, Queueing Syst. 101, No. 1--2, 165--196 (2022; Zbl 1491.60157) Full Text: DOI
Zhang, Xuekang; Yi, Haoran; Shu, Huisheng Nonparametric estimation of periodic signal disturbed by \(\alpha\)-stable noises. (English) Zbl 07476218 J. Nonparametric Stat. 34, No. 1, 187-205 (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G05 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Nonparametric Stat. 34, No. 1, 187--205 (2022; Zbl 07476218) Full Text: DOI
Guggenberger, Tobias; Chechkin, Aleksei; Metzler, Ralf Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions. (English) Zbl 1519.60116 J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021). MSC: 60K50 82C31 60G22 PDFBibTeX XMLCite \textit{T. Guggenberger} et al., J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021; Zbl 1519.60116) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations. (English) Zbl 1478.60085 Math. Slovaca 71, No. 5, 1241-1268 (2021). MSC: 60F05 60J80 60E10 60G52 60G15 PDFBibTeX XMLCite \textit{M. Barczy} et al., Math. Slovaca 71, No. 5, 1241--1268 (2021; Zbl 1478.60085) Full Text: DOI arXiv
Vojta, Thomas; Warhover, Alex Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls. (English) Zbl 1504.60059 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033215, 27 p. (2021). MSC: 60G22 60K50 82C31 PDFBibTeX XMLCite \textit{T. Vojta} and \textit{A. Warhover}, J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033215, 27 p. (2021; Zbl 1504.60059) Full Text: DOI arXiv
Vu T. N. Anh; Nguyen T. T. Hien; Le V. Thanh; Vo T. H. Van The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences. (English) Zbl 1469.60096 J. Theor. Probab. 34, No. 1, 331-348 (2021). MSC: 60F15 PDFBibTeX XMLCite \textit{Vu T. N. Anh} et al., J. Theor. Probab. 34, No. 1, 331--348 (2021; Zbl 1469.60096) Full Text: DOI arXiv
Surgailis, Donatas Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\). (English) Zbl 1454.60069 Stochastic Processes Appl. 130, No. 12, 7518-7546 (2020). MSC: 60G60 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 130, No. 12, 7518--7546 (2020; Zbl 1454.60069) Full Text: DOI arXiv
Eichinger, Katharina; Kuehn, Christian; Neamţu, Alexandra Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion. (English) Zbl 1447.60098 J. Stat. Phys. 179, No. 5-6, 1222-1266 (2020). MSC: 60H15 34E15 34F05 37H10 60H10 PDFBibTeX XMLCite \textit{K. Eichinger} et al., J. Stat. Phys. 179, No. 5--6, 1222--1266 (2020; Zbl 1447.60098) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. (English) Zbl 1446.62248 Adv. Appl. Probab. 52, No. 1, 237-265 (2020). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} et al., Adv. Appl. Probab. 52, No. 1, 237--265 (2020; Zbl 1446.62248) Full Text: DOI arXiv
Clarenne, Adrien Rescaled weighted determinantal random balls. (English) Zbl 1447.60076 ESAIM, Probab. Stat. 24, 227-243 (2020). MSC: 60G55 60F05 60G60 60G10 60G52 PDFBibTeX XMLCite \textit{A. Clarenne}, ESAIM, Probab. Stat. 24, 227--243 (2020; Zbl 1447.60076) Full Text: DOI arXiv
Hounyo, Ulrich; Varneskov, Rasmus T. Inference for local distributions at high sampling frequencies: a bootstrap approach. (English) Zbl 1456.62249 J. Econom. 215, No. 1, 1-34 (2020). MSC: 62P05 62G09 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{U. Hounyo} and \textit{R. T. Varneskov}, J. Econom. 215, No. 1, 1--34 (2020; Zbl 1456.62249) Full Text: DOI Link
Shen, Yi; Wang, Yizao Operator-scaling Gaussian random fields via aggregation. (English) Zbl 1462.60048 Bernoulli 26, No. 1, 500-530 (2020). MSC: 60G15 60F17 60F05 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{Y. Wang}, Bernoulli 26, No. 1, 500--530 (2020; Zbl 1462.60048) Full Text: DOI arXiv Euclid
Wada, Alexander H. O.; Warhover, Alex; Vojta, Thomas Non-Gaussian behavior of reflected fractional Brownian motion. (English) Zbl 07382808 J. Stat. Mech. Theory Exp. 2019, No. 3, Article ID 033209, 20 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{A. H. O. Wada} et al., J. Stat. Mech. Theory Exp. 2019, No. 3, Article ID 033209, 20 p. (2019; Zbl 07382808) Full Text: DOI arXiv
Surgailis, Donatas Anisotropic scaling limits of long-range dependent random fields. (English) Zbl 1456.60123 Lith. Math. J. 59, No. 4, 595-615 (2019). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{D. Surgailis}, Lith. Math. J. 59, No. 4, 595--615 (2019; Zbl 1456.60123) Full Text: DOI
Borisov, A. V.; Miller, G. B.; Stefanovich, A. I. Controllable Markov jump processes. II: Monitoring and optimization of TCP connections. (English. Russian original) Zbl 1432.93028 J. Comput. Syst. Sci. Int. 58, No. 1, 12-28 (2019); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2019, No. 1, 13-30 (2019). MSC: 93B05 93E03 93C83 PDFBibTeX XMLCite \textit{A. V. Borisov} et al., J. Comput. Syst. Sci. Int. 58, No. 1, 12--28 (2019; Zbl 1432.93028); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2019, No. 1, 13--30 (2019) Full Text: DOI
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas Sample covariances of random-coefficient AR(1) panel model. (English) Zbl 1440.62336 Electron. J. Stat. 13, No. 2, 4527-4572 (2019). MSC: 62M10 62D20 60F05 62H30 62E20 PDFBibTeX XMLCite \textit{R. Leipus} et al., Electron. J. Stat. 13, No. 2, 4527--4572 (2019; Zbl 1440.62336) Full Text: DOI arXiv Euclid
Clarenne, Adrien Macroscopic analysis of shot-noise Cox random balls. (English) Zbl 1479.60100 J. Math. Anal. Appl. 480, No. 1, Article ID 123390, 23 p. (2019). MSC: 60G55 60G60 PDFBibTeX XMLCite \textit{A. Clarenne}, J. Math. Anal. Appl. 480, No. 1, Article ID 123390, 23 p. (2019; Zbl 1479.60100) Full Text: DOI arXiv
Wang, Li; Liu, Zhi; Xia, Xiaochao Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. (English) Zbl 1418.62076 Soft Comput. 23, No. 14, 5739-5752 (2019). MSC: 62P05 62M05 62F12 60J75 PDFBibTeX XMLCite \textit{L. Wang} et al., Soft Comput. 23, No. 14, 5739--5752 (2019; Zbl 1418.62076) Full Text: DOI
Khokhlov, Yu. S.; Lukashenko, Oleg V.; Morozov, E. V. On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input. (English) Zbl 1478.60247 J. Math. Sci., New York 237, No. 5, 667-672 (2019). MSC: 60K25 60G18 60G51 90B22 PDFBibTeX XMLCite \textit{Yu. S. Khokhlov} et al., J. Math. Sci., New York 237, No. 5, 667--672 (2019; Zbl 1478.60247) Full Text: DOI
Fageot, Julien; Unser, Michael Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises. (English) Zbl 1478.60118 J. Theor. Probab. 32, No. 3, 1166-1189 (2019). MSC: 60G18 60G20 60G51 PDFBibTeX XMLCite \textit{J. Fageot} and \textit{M. Unser}, J. Theor. Probab. 32, No. 3, 1166--1189 (2019; Zbl 1478.60118) Full Text: DOI Link
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas Discrete-time trawl processes. (English) Zbl 1488.60243 Stochastic Processes Appl. 129, No. 4, 1326-1348 (2019). MSC: 60K99 60G22 60G52 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stochastic Processes Appl. 129, No. 4, 1326--1348 (2019; Zbl 1488.60243) Full Text: DOI
Surgailis, Donatas Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). (English) Zbl 1478.60157 J. Math. Anal. Appl. 472, No. 1, 328-351 (2019). MSC: 60G60 60F17 60G10 PDFBibTeX XMLCite \textit{D. Surgailis}, J. Math. Anal. Appl. 472, No. 1, 328--351 (2019; Zbl 1478.60157) Full Text: DOI arXiv
Breton, Jean-Christophe; Clarenne, Adrien; Gobard, Renan Macroscopic analysis of determinantal random balls. (English) Zbl 1480.60124 Bernoulli 25, No. 2, 1568-1601 (2019). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60G55 60F05 60G60 PDFBibTeX XMLCite \textit{J.-C. Breton} et al., Bernoulli 25, No. 2, 1568--1601 (2019; Zbl 1480.60124) Full Text: DOI arXiv Euclid
Todorov, Viktor Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale. (English) Zbl 1409.62164 Stochastic Processes Appl. 129, No. 2, 419-451 (2019). MSC: 62M05 62G07 62G20 60J75 PDFBibTeX XMLCite \textit{V. Todorov}, Stochastic Processes Appl. 129, No. 2, 419--451 (2019; Zbl 1409.62164) Full Text: DOI
Biermé, Hermine; Durieu, Olivier; Wang, Yizao Generalized operator-scaling random ball model. (English) Zbl 1403.60024 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1401-1429 (2018). MSC: 60F05 60G60 60G52 PDFBibTeX XMLCite \textit{H. Biermé} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1401--1429 (2018; Zbl 1403.60024) Full Text: arXiv Link
Neuman, Eyal; Rosenbaum, Mathieu Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint. (English) Zbl 1401.60064 Electron. Commun. Probab. 23, Paper No. 61, 12 p. (2018). MSC: 60G22 60G15 60G57 60G18 28A80 PDFBibTeX XMLCite \textit{E. Neuman} and \textit{M. Rosenbaum}, Electron. Commun. Probab. 23, Paper No. 61, 12 p. (2018; Zbl 1401.60064) Full Text: DOI arXiv Euclid
Antunes, Nelson; Pipiras, Vladas; Abry, Patrice; Veitch, Darryl Small and large scale behavior of moments of Poisson cluster processes. (English) Zbl 1393.60051 ESAIM, Probab. Stat. 21, 369-393 (2017). MSC: 60G55 60G18 60K30 60G22 PDFBibTeX XMLCite \textit{N. Antunes} et al., ESAIM, Probab. Stat. 21, 369--393 (2017; Zbl 1393.60051) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Eliazar, Iddo The Poisson aggregation process. (English) Zbl 1355.60030 Chaos Solitons Fractals 83, 38-53 (2016). MSC: 60F05 60K25 PDFBibTeX XMLCite \textit{I. Eliazar}, Chaos Solitons Fractals 83, 38--53 (2016; Zbl 1355.60030) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI arXiv Euclid
Delgado, Rosario A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit. (English) Zbl 1341.60112 Queueing Syst. 83, No. 1-2, 57-85 (2016). MSC: 60K25 60F17 60F05 60G22 60G15 60G18 60G48 90B22 68M20 PDFBibTeX XMLCite \textit{R. Delgado}, Queueing Syst. 83, No. 1--2, 57--85 (2016; Zbl 1341.60112) Full Text: DOI
Garai, Elena S. On limit theorem in some service systems. (English. Russian original) Zbl 1341.60114 J. Math. Sci., New York 214, No. 4, 456-466 (2016); translation from Zap. Nauchn. Semin. POMI 431, 56-71 (2014). MSC: 60K25 60F05 60F17 90B22 PDFBibTeX XMLCite \textit{E. S. Garai}, J. Math. Sci., New York 214, No. 4, 456--466 (2016; Zbl 1341.60114); translation from Zap. Nauchn. Semin. POMI 431, 56--71 (2014) Full Text: DOI
Matsui, Muneya Prediction in a Poisson cluster model with multiple cluster processes. (English) Zbl 1398.91348 Scand. Actuar. J. 2015, No. 1, 1-31 (2015). MSC: 91B30 60G25 60G55 60G51 PDFBibTeX XMLCite \textit{M. Matsui}, Scand. Actuar. J. 2015, No. 1, 1--31 (2015; Zbl 1398.91348) Full Text: DOI
Breton, Jean-Christophe; Gobard, Renan Infinite dimensional functional convergences in random balls model. (English) Zbl 1333.60061 ESAIM, Probab. Stat. 19, 782-793 (2015). MSC: 60F17 60G60 60G55 60G18 60D05 60H05 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{R. Gobard}, ESAIM, Probab. Stat. 19, 782--793 (2015; Zbl 1333.60061) Full Text: DOI HAL
Pilipauskaitė, Vytautė; Surgailis, Donatas Joint aggregation of random-coefficient AR(1) processes with common innovations. (English) Zbl 1325.62171 Stat. Probab. Lett. 101, 73-82 (2015). MSC: 62M10 60G22 60G15 60G18 60H05 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stat. Probab. Lett. 101, 73--82 (2015; Zbl 1325.62171) Full Text: DOI
Budhiraja, Amarjit; Pipiras, Vladas; Song, Xiaoming Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process. (English) Zbl 1321.60196 Adv. Appl. Probab. 47, No. 2, 476-505 (2015). MSC: 60K30 60G57 60G55 60G15 60H10 60G22 60G18 90B15 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Adv. Appl. Probab. 47, No. 2, 476--505 (2015; Zbl 1321.60196) Full Text: DOI arXiv Euclid
Puplinskaitė, Donata; Surgailis, Donatas Scaling transition for long-range dependent Gaussian random fields. (English) Zbl 1317.60062 Stochastic Processes Appl. 125, No. 6, 2256-2271 (2015). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 125, No. 6, 2256--2271 (2015; Zbl 1317.60062) Full Text: DOI arXiv
Jedidi, Wissem Poisson shot noise traffic model and approximation of significant functionals. (English) Zbl 1469.60156 Abstr. Appl. Anal. 2014, Article ID 261568, 9 p. (2014). MSC: 60G55 60G70 60K99 90B20 PDFBibTeX XMLCite \textit{W. Jedidi}, Abstr. Appl. Anal. 2014, Article ID 261568, 9 p. (2014; Zbl 1469.60156) Full Text: DOI
Dębicki, K.; Kosiński, K. M. On the infimum attained by the reflected fractional Brownian motion. (English) Zbl 1306.60037 Extremes 17, No. 3, 431-446 (2014). MSC: 60G22 60G70 60F15 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{K. M. Kosiński}, Extremes 17, No. 3, 431--446 (2014; Zbl 1306.60037) Full Text: DOI arXiv
Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes. (English) Zbl 1301.62092 J. Time Ser. Anal. 35, No. 1, 16-39 (2014). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Philippe} et al., J. Time Ser. Anal. 35, No. 1, 16--39 (2014; Zbl 1301.62092) Full Text: DOI arXiv
Todorov, Viktor; Tauchen, George Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies. (English) Zbl 1429.62371 Ann. Appl. Probab. 24, No. 5, 1850-1888 (2014). MSC: 62M05 60H10 62G10 62G20 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{G. Tauchen}, Ann. Appl. Probab. 24, No. 5, 1850--1888 (2014; Zbl 1429.62371) Full Text: DOI arXiv Euclid
Baek, Changryong; Fortuna, Natércia; Pipiras, Vladas Can Markov switching model generate long memory? (English) Zbl 1295.62085 Econ. Lett. 124, No. 1, 117-121 (2014). MSC: 62M10 62P10 PDFBibTeX XMLCite \textit{C. Baek} et al., Econ. Lett. 124, No. 1, 117--121 (2014; Zbl 1295.62085) Full Text: DOI Link
Pilipauskaitė, Vytautė; Surgailis, Donatas Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. (English) Zbl 1400.62194 Stochastic Processes Appl. 124, No. 2, 1011-1035 (2014). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 124, No. 2, 1011--1035 (2014; Zbl 1400.62194) Full Text: DOI arXiv
Wang, Yunyan; Zhang, Lixin Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion. (English) Zbl 1307.62099 Stat. Inference Stoch. Process. 16, No. 2, 161-171 (2013). MSC: 62G05 62G20 60G51 60H10 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{L. Zhang}, Stat. Inference Stoch. Process. 16, No. 2, 161--171 (2013; Zbl 1307.62099) Full Text: DOI
Long, Hongwei; Qian, Lianfen Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions. (English) Zbl 1337.62204 Electron. J. Stat. 7, 1387-1418 (2013). MSC: 62M05 62G05 62G07 60G52 62G20 65C30 PDFBibTeX XMLCite \textit{H. Long} and \textit{L. Qian}, Electron. J. Stat. 7, 1387--1418 (2013; Zbl 1337.62204) Full Text: DOI Euclid
Anantharam, V.; Borkar, V. S. Stochastic approximation with long range dependent and heavy tailed noise. (English) Zbl 1275.60053 Queueing Syst. 71, No. 1-2, 221-242 (2012). MSC: 60H30 62L20 93E35 PDFBibTeX XMLCite \textit{V. Anantharam} and \textit{V. S. Borkar}, Queueing Syst. 71, No. 1--2, 221--242 (2012; Zbl 1275.60053) Full Text: DOI
Dai, Wan-yang Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution. (English) Zbl 1255.60162 Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 807-822 (2012). MSC: 60K25 60F17 90B20 90B22 PDFBibTeX XMLCite \textit{W.-y. Dai}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 807--822 (2012; Zbl 1255.60162) Full Text: DOI arXiv
Araman, Victor F.; Glynn, Peter W. Fractional Brownian motion with \(H < \frac{1}{2}\) as a limit of scheduled traffic. (English) Zbl 1255.60062 J. Appl. Probab. 49, No. 3, 710-718 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60F17 60K20 60K25 60J65 PDFBibTeX XMLCite \textit{V. F. Araman} and \textit{P. W. Glynn}, J. Appl. Probab. 49, No. 3, 710--718 (2012; Zbl 1255.60062) Full Text: DOI Euclid
Todorov, Viktor; Tauchen, George Realized Laplace transforms for pure-jump semimartingales. (English) Zbl 1274.62191 Ann. Stat. 40, No. 2, 1233-1262 (2012). MSC: 62F12 62M05 60H10 60J75 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{G. Tauchen}, Ann. Stat. 40, No. 2, 1233--1262 (2012; Zbl 1274.62191) Full Text: DOI arXiv Euclid
Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe Function-indexed empirical processes based on an infinite source Poisson transmission stream. (English) Zbl 1259.60036 Bernoulli 18, No. 3, 783-802 (2012). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60K25 PDFBibTeX XMLCite \textit{F. Roueff} et al., Bernoulli 18, No. 3, 783--802 (2012; Zbl 1259.60036) Full Text: DOI arXiv Euclid
Lee, Chihoon Bounds on exponential moments of hitting times for reflected processes on the positive orthant. (English) Zbl 1245.60045 Stat. Probab. Lett. 82, No. 6, 1120-1128 (2012). MSC: 60G22 90B18 60G15 60G18 PDFBibTeX XMLCite \textit{C. Lee}, Stat. Probab. Lett. 82, No. 6, 1120--1128 (2012; Zbl 1245.60045) Full Text: DOI
Buche, Robert; Ghosh, Arka P.; Pipiras, Vladas Heavy traffic approximations of a queue with varying service rates and general arrivals. (English) Zbl 1245.60086 Stoch. Models 28, No. 1, 63-108 (2012). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60F05 60G18 60G52 90B18 PDFBibTeX XMLCite \textit{R. Buche} et al., Stoch. Models 28, No. 1, 63--108 (2012; Zbl 1245.60086) Full Text: DOI
López-Oliveros, Luis; Resnick, Sidney I. On the superposition of heterogeneous traffic at large time scales. (English) Zbl 1291.60197 Stoch. Syst. 1, No. 2, 209-245 (2011). MSC: 60K30 90B20 PDFBibTeX XMLCite \textit{L. López-Oliveros} and \textit{S. I. Resnick}, Stoch. Syst. 1, No. 2, 209--245 (2011; Zbl 1291.60197) Full Text: DOI arXiv
Dȩbicki, K.; Mandjes, M. Open problems in Gaussian fluid queueing theory. (English) Zbl 1275.60039 Queueing Syst. 68, No. 3-4, 267-273 (2011). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{M. Mandjes}, Queueing Syst. 68, No. 3--4, 267--273 (2011; Zbl 1275.60039) Full Text: DOI
Dombry, Clément; Kaj, Ingemar The on-off network traffic model under intermediate scaling. (English) Zbl 1235.60121 Queueing Syst. 69, No. 1, 29-44 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K10 60G22 60F05 60K05 90B15 90B20 PDFBibTeX XMLCite \textit{C. Dombry} and \textit{I. Kaj}, Queueing Syst. 69, No. 1, 29--44 (2011; Zbl 1235.60121) Full Text: DOI arXiv
Biermé, Hermine; Lacaux, Céline; Scheffler, Hans-Peter Multi-operator scaling random fields. (English) Zbl 1231.60044 Stochastic Processes Appl. 121, No. 11, 2642-2677 (2011). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G60 60G17 60G15 60G52 60F05 60G22 60G18 PDFBibTeX XMLCite \textit{H. Biermé} et al., Stochastic Processes Appl. 121, No. 11, 2642--2677 (2011; Zbl 1231.60044) Full Text: DOI
Loiseau, Patrick; Primet, Pascale Vicat-Blanc; Gonçalves, Paulo A long-range dependent model for network traffic with flow-scale correlations. (English) Zbl 1222.60074 Stoch. Models 27, No. 2, 333-361 (2011). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K30 90B20 PDFBibTeX XMLCite \textit{P. Loiseau} et al., Stoch. Models 27, No. 2, 333--361 (2011; Zbl 1222.60074) Full Text: DOI
Marouby, Matthieu Simulation of a local time fractional stable motion. (English) Zbl 1216.60045 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 221-239 (2011). MSC: 60G52 60G18 60F25 PDFBibTeX XMLCite \textit{M. Marouby}, Lect. Notes Math. 2006, 221--239 (2011; Zbl 1216.60045) Full Text: DOI arXiv
Todorov, Viktor; Tauchen, George Activity signature functions for high-frequency data analysis. (English) Zbl 1431.62483 J. Econom. 154, No. 2, 125-138 (2010). MSC: 62P05 60G51 60J76 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{G. Tauchen}, J. Econom. 154, No. 2, 125--138 (2010; Zbl 1431.62483) Full Text: DOI
Rolls, David A. Reduced long-range dependence combining Poisson bursts with on-off sources. (English) Zbl 1298.60093 Braz. J. Probab. Stat. 24, No. 3, 479-501 (2010). MSC: 60K25 60F05 60G22 PDFBibTeX XMLCite \textit{D. A. Rolls}, Braz. J. Probab. Stat. 24, No. 3, 479--501 (2010; Zbl 1298.60093) Full Text: DOI arXiv Euclid
Fasen, Vicky Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes. (English) Zbl 1255.90041 Queueing Syst. 66, No. 4, 313-350 (2010). MSC: 90B22 60F05 60F10 60F17 60G52 PDFBibTeX XMLCite \textit{V. Fasen}, Queueing Syst. 66, No. 4, 313--350 (2010; Zbl 1255.90041) Full Text: DOI Link
Matsui, Muneya; Mikosch, Thomas Prediction in a Poisson cluster model. (English) Zbl 1200.60033 J. Appl. Probab. 47, No. 2, 350-366 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 62P05 60G55 60K30 91B30 PDFBibTeX XMLCite \textit{M. Matsui} and \textit{T. Mikosch}, J. Appl. Probab. 47, No. 2, 350--366 (2010; Zbl 1200.60033) Full Text: DOI
Wu, Wei Biao; Huang, Yinxiao; Zheng, Wei Covariances estimation for long-memory processes. (English) Zbl 1190.62166 Adv. Appl. Probab. 42, No. 1, 137-157 (2010). MSC: 62M10 60F05 62E20 PDFBibTeX XMLCite \textit{W. B. Wu} et al., Adv. Appl. Probab. 42, No. 1, 137--157 (2010; Zbl 1190.62166) Full Text: DOI
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel Transient asymptotics of Lévy-driven queues. (English) Zbl 1190.60087 J. Appl. Probab. 47, No. 1, 109-129 (2010). Reviewer: Marina Gorunescu (Craiova) MSC: 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 47, No. 1, 109--129 (2010; Zbl 1190.60087) Full Text: DOI
Dombry, C.; Guillotin-Plantard, N. Discrete approximation of a stable self-similar stationary increments process. (English) Zbl 1214.60020 Bernoulli 15, No. 1, 195-222 (2009). Reviewer: Werner Linde (Jena) MSC: 60G52 60G10 60G18 60G50 60K37 PDFBibTeX XMLCite \textit{C. Dombry} and \textit{N. Guillotin-Plantard}, Bernoulli 15, No. 1, 195--222 (2009; Zbl 1214.60020) Full Text: DOI arXiv
Awad, Hernan; Glynn, Peter Conditional limit theorems for regulated fractional Brownian motion. (English) Zbl 1204.60084 Ann. Appl. Probab. 19, No. 6, 2102-2136 (2009). Reviewer: S. Kalpakam (Chennai) MSC: 60K25 90B22 68M20 60F99 60G22 PDFBibTeX XMLCite \textit{H. Awad} and \textit{P. Glynn}, Ann. Appl. Probab. 19, No. 6, 2102--2136 (2009; Zbl 1204.60084) Full Text: DOI arXiv
Es-Saghouani, Abdelghafour; Mandjes, Michel On the dependence structure of Gaussian queues. (English) Zbl 1208.60092 Stoch. Models 25, No. 2, 221-247 (2009). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 60F10 60G15 90B22 PDFBibTeX XMLCite \textit{A. Es-Saghouani} and \textit{M. Mandjes}, Stoch. Models 25, No. 2, 221--247 (2009; Zbl 1208.60092) Full Text: DOI Link
Dȩbicki, Krzysztof; Es-Saghouani, Abdelghafour; Mandjes, Michel Transient characteristics of Gaussian queues. (English) Zbl 1177.60038 Queueing Syst. 62, No. 4, 383-409 (2009). MSC: 60G15 60F10 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Queueing Syst. 62, No. 4, 383--409 (2009; Zbl 1177.60038) Full Text: DOI
Breton, Jean-Christophe; Dombry, Clément Rescaled weighted random ball models and stable self-similar random fields. (English) Zbl 1175.60049 Stochastic Processes Appl. 119, No. 10, 3633-3652 (2009). MSC: 60G60 60F05 60G52 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{C. Dombry}, Stochastic Processes Appl. 119, No. 10, 3633--3652 (2009; Zbl 1175.60049) Full Text: DOI arXiv
Fasen, Vicky; Samorodnitsky, Gennady A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime. (English) Zbl 1169.90008 Adv. Appl. Probab. 41, No. 2, 393-427 (2009). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 90B22 60K25 60F17 PDFBibTeX XMLCite \textit{V. Fasen} and \textit{G. Samorodnitsky}, Adv. Appl. Probab. 41, No. 2, 393--427 (2009; Zbl 1169.90008) Full Text: DOI
Biermé, Hermine; Lacaux, Céline Hölder regularity for operator scaling stable random fields. (English) Zbl 1183.60016 Stochastic Processes Appl. 119, No. 7, 2222-2248 (2009). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60G18 60G60 60G52 60G15 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{C. Lacaux}, Stochastic Processes Appl. 119, No. 7, 2222--2248 (2009; Zbl 1183.60016) Full Text: DOI arXiv
Grecksch, W.; Roth, C.; Anh, V. V. \(Q\)-fractional Brownian motion in infinite dimensions with application to fractional Black-Scholes market. (English) Zbl 1158.60364 Stochastic Anal. Appl. 27, No. 1, 149-175 (2009). MSC: 60H40 60H15 91B28 60G15 PDFBibTeX XMLCite \textit{W. Grecksch} et al., Stochastic Anal. Appl. 27, No. 1, 149--175 (2009; Zbl 1158.60364) Full Text: DOI
Kou, S. C. Stochastic modeling in nanoscale biophysics: subdiffusion within proteins. (English) Zbl 1400.62272 Ann. Appl. Stat. 2, No. 2, 501-535 (2008). MSC: 62P10 60J60 60H99 92C40 PDFBibTeX XMLCite \textit{S. C. Kou}, Ann. Appl. Stat. 2, No. 2, 501--535 (2008; Zbl 1400.62272) Full Text: DOI arXiv
Eliazar, Iddo On the discrete-time \(G/GI/\infty \) queue. (English) Zbl 1152.60070 Probab. Eng. Inf. Sci. 22, No. 4, 557-585 (2008). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{I. Eliazar}, Probab. Eng. Inf. Sci. 22, No. 4, 557--585 (2008; Zbl 1152.60070) Full Text: DOI
D’Auria, Bernardo; Resnick, Sidney I. The influence of dependence on data network models. (English) Zbl 1157.90349 Adv. Appl. Probab. 40, No. 1, 60-94 (2008). MSC: 90B15 60K30 90B22 90B18 PDFBibTeX XMLCite \textit{B. D'Auria} and \textit{S. I. Resnick}, Adv. Appl. Probab. 40, No. 1, 60--94 (2008; Zbl 1157.90349) Full Text: DOI
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe Asymptotics for duration-driven long range dependent processes. (English) Zbl 1418.62332 J. Econom. 141, No. 2, 913-949 (2007). MSC: 62M10 62M15 62E20 62P05 PDFBibTeX XMLCite \textit{M.-C. Hsieh} et al., J. Econom. 141, No. 2, 913--949 (2007; Zbl 1418.62332) Full Text: DOI arXiv
Faÿ, Gilles; Roueff, François; Soulier, Philippe Estimation of the memory parameter of the infinite-source Poisson process. (English) Zbl 1127.62070 Bernoulli 13, No. 2, 473-491 (2007). MSC: 62M09 62G05 65T60 60K25 62G20 PDFBibTeX XMLCite \textit{G. Faÿ} et al., Bernoulli 13, No. 2, 473--491 (2007; Zbl 1127.62070) Full Text: DOI arXiv
Fricker, Christine; Jaïbi, M. Raouf On the fluid limit of the \(M / G /\infty\) queue. (English) Zbl 1125.60098 Queueing Syst. 56, No. 3-4, 255-265 (2007). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{C. Fricker} and \textit{M. R. Jaïbi}, Queueing Syst. 56, No. 3--4, 255--265 (2007; Zbl 1125.60098) Full Text: DOI
Majewski, Kurt Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading. (English) Zbl 1122.60079 Adv. Appl. Probab. 39, No. 2, 407-428 (2007). MSC: 60K25 60F10 90B15 68M20 PDFBibTeX XMLCite \textit{K. Majewski}, Adv. Appl. Probab. 39, No. 2, 407--428 (2007; Zbl 1122.60079) Full Text: DOI Euclid
Eliazar, Iddo The \(M/G/\infty\) system revisited: finiteness, summability, long range dependence, and reverse engineering. (English) Zbl 1166.90327 Queueing Syst. 55, No. 1, 71-82 (2007). MSC: 90B22 PDFBibTeX XMLCite \textit{I. Eliazar}, Queueing Syst. 55, No. 1, 71--82 (2007; Zbl 1166.90327) Full Text: DOI
Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 9, No. 1, 55--87 (2007; Zbl 1134.60028) Full Text: DOI
Kaj, Ingemar; Leskelä, Lasse; Norros, Ilkka; Schmidt, Volker Scaling limits for random fields with long-range dependence. (English) Zbl 1134.60027 Ann. Probab. 35, No. 2, 528-550 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60G60 60G18 PDFBibTeX XMLCite \textit{I. Kaj} et al., Ann. Probab. 35, No. 2, 528--550 (2007; Zbl 1134.60027) Full Text: DOI arXiv
Majewski, Kurt Minimizing large deviation paths for a family of long-range dependent processes and their fractional Brownian approximations. (English) Zbl 1115.60033 Stoch. Models 23, No. 1, 49-77 (2007). MSC: 60F10 60J65 60G15 60K25 PDFBibTeX XMLCite \textit{K. Majewski}, Stoch. Models 23, No. 1, 49--77 (2007; Zbl 1115.60033) Full Text: DOI
Debicki, Krzysztof; Mandjes, Michel; Van Uitert, Miranda A tandem queue with Lévy input: a new representation of the downstream queue length. (English) Zbl 1114.60074 Probab. Eng. Inf. Sci. 21, No. 1, 83-107 (2007). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{K. Debicki} et al., Probab. Eng. Inf. Sci. 21, No. 1, 83--107 (2007; Zbl 1114.60074) Full Text: DOI
D’Apice, C.; Manzo, R.; Sidorova, O.; Khokhlov, Yu. Convergence of superpositions of scaled renewal processes with a finite number of different distributions. (English) Zbl 1411.60133 J. Math. Sci., New York 132, No. 5, 602-609 (2006). MSC: 60K10 60K05 90B15 PDFBibTeX XMLCite \textit{C. D'Apice} et al., J. Math. Sci., New York 132, No. 5, 602--609 (2006; Zbl 1411.60133) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S. LASS: a tool for the local analysis of self-similarity. (English) Zbl 1445.62240 Comput. Stat. Data Anal. 50, No. 9, 2447-2471 (2006). MSC: 62M10 60G15 60G18 62M09 94A12 PDFBibTeX XMLCite \textit{S. Stoev} et al., Comput. Stat. Data Anal. 50, No. 9, 2447--2471 (2006; Zbl 1445.62240) Full Text: DOI DOI
Cohen, Serge; Samorodnitsky, Gennady Random rewards, fractional Brownian local times and stable self-similar processes. (English) Zbl 1133.60016 Ann. Appl. Probab. 16, No. 3, 1432-1461 (2006). Reviewer: Yimin Xiao (East Lansing) MSC: 60G18 60G52 60G17 PDFBibTeX XMLCite \textit{S. Cohen} and \textit{G. Samorodnitsky}, Ann. Appl. Probab. 16, No. 3, 1432--1461 (2006; Zbl 1133.60016) Full Text: DOI arXiv
Faÿ, Gilles; González-Arévalo, Bárbara; Mikosch, Thomas; Samorodnitsky, Gennady Modeling teletraffic arrivals by a Poisson cluster process. (English) Zbl 1119.60075 Queueing Syst. 54, No. 2, 121-140 (2006). Reviewer: Jerzy Martyna (Kraków) MSC: 60K25 68M20 90B20 90B15 PDFBibTeX XMLCite \textit{G. Faÿ} et al., Queueing Syst. 54, No. 2, 121--140 (2006; Zbl 1119.60075) Full Text: DOI Link
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. (English) Zbl 1110.62115 J. Appl. Probab. 43, No. 2, 421-440 (2006). Reviewer: Herold Dehling (Bochum) MSC: 62M10 60F05 60K05 PDFBibTeX XMLCite \textit{R. Leipus} et al., J. Appl. Probab. 43, No. 2, 421--440 (2006; Zbl 1110.62115) Full Text: DOI
d’Auria, Bernardo; Resnick, Sidney I. Data network models of burstiness. (English) Zbl 1103.90029 Adv. Appl. Probab. 38, No. 2, 373-404 (2006). MSC: 90B15 60K30 90B22 90B18 PDFBibTeX XMLCite \textit{B. d'Auria} and \textit{S. I. Resnick}, Adv. Appl. Probab. 38, No. 2, 373--404 (2006; Zbl 1103.90029) Full Text: DOI
Majewski, Kurt Sample path large deviations for a family of long-range dependent traffic and associated queue length processes. (English) Zbl 1094.60016 Queueing Syst. 52, No. 1, 105-118 (2006). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{K. Majewski}, Queueing Syst. 52, No. 1, 105--118 (2006; Zbl 1094.60016) Full Text: DOI
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas Renewal regime switching and stable limit laws. (English) Zbl 1337.62195 J. Econom. 129, No. 1-2, 299-327 (2005). MSC: 62M02 62M10 60K05 60E07 PDFBibTeX XMLCite \textit{R. Leipus} et al., J. Econom. 129, No. 1--2, 299--327 (2005; Zbl 1337.62195) Full Text: DOI
Davidson, James; Sibbertsen, Philipp Generating schemes for long memory processes: regimes, aggregation and linearity. (English) Zbl 1335.62129 J. Econom. 128, No. 2, 253-282 (2005). MSC: 62M10 PDFBibTeX XMLCite \textit{J. Davidson} and \textit{P. Sibbertsen}, J. Econom. 128, No. 2, 253--282 (2005; Zbl 1335.62129) Full Text: DOI Link