Moderate Deviations for Queues with Long-Range Dependent Input
- Publication date
- 1996
- Publisher
- Springer-Verlag
Abstract
Based on the integral relationship between Brownian motion and fractional Brownian motion, we model a process with long-range dependence, Y , as the output of a time-invariant linear lter applied to a more familiar process X | one that does not have long-range dependence