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math.PR2016
Extremes of Gaussian Random Fields with regularly varying dependence structure
Krzyztof Dębicki, Enkelejd Hashorva, Peng Liu
Let be a centered Gaussian random field with variance function that attains its maximum at the unique point , and let $M(\…
math.PR2016
Lévy-driven GPS queues with heavy-tailed input
Krzysztof Dȩbicki, Peng Liu, Michel Mandjes +1
In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by b…