Sojourns of fractional Brownian motion queues: transient asymptotics

Krzysztof Dȩbicki, Enkelejd Hashorva, Peng Liu

We study the asymptotics of sojourn time of the stationary queueing process $Q(t),t\ge 0$ fed by a fractional Brownian motion with Hurst parameter $H\in (0,1)$ above a high threshold…