21 citations · 59 across the 19 of their papers we have counts for
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math.PR2017★ 1 cited
Sample path properties of reflected Gaussian processes
Kamil Marcin Kosiński, Peng Liu
We consider a stationary queueing process fed by a centered Gaussian process with stationary increments and variance function satisfying classical regularity conditions.…
math.PR2017★ 1 cited
Extremes of nonstationary Gaussian fluid queues
Krzysztof Debicki, Peng Liu
This contribution investigates asymptotic properties of transient queue length process $$ Q(t)=\max\left(x+X(t)-ct, \sup_{0\leq s\leq t}\left(X(t)-X(s)-c(t-s)\right)\right),\ \ \ t…