scholarly journals Exact asymptotics in eigenproblems for fractional Brownian covariance operators

2018 ◽  
Vol 128 (6) ◽  
pp. 2007-2059 ◽  
Author(s):  
Pavel Chigansky ◽  
Marina Kleptsyna
Keyword(s):  
Exact Asymptotics ◽  
Covariance Operators

scholarly journals Tails in generalized Jackson networks with subexponential service-time distributions

2005 ◽  
Vol 42 (2) ◽  
pp. 513-530 ◽  
Author(s):  
François Baccelli ◽  
Serguei Foss ◽  
Marc Lelarge
Keyword(s):  
Closed Form ◽  
Service Time ◽  
Large Deviation ◽  
Exact Asymptotics ◽  
Fluid Limits ◽  
Jackson Networks ◽  
Single Station ◽  
Service Times

We give the exact asymptotics of the tail of the stationary maximal dater in generalized Jackson networks with subexponential service times. This maximal dater, which is an analogue of the workload in an isolated queue, gives the time taken to clear all customers present at some time t when stopping all arrivals that take place later than t. We use the property that a large deviation of the maximal dater is caused by a single large service time at a single station at some time in the distant past of t, in conjunction with fluid limits of generalized Jackson networks, to derive the relevant asymptotics in closed form.

On a Class of Covariance Operators

1998 ◽  
Vol 5 (5) ◽  
pp. 415-424
Author(s):  
T. Chantladze ◽  
N. Kandelaki
Keyword(s):  
Complete Classification ◽  
Covariance Operator ◽  
Random Vectors ◽  
Covariance Operators

Abstract This paper is the continuation of [Vakhania and Kandelaki, Teoriya Veroyatnost. i Primenen 41: 31–52, 1996] in which complex symmetries of distributions and their covariance operators are investigated. Here we also study the most general quaternion symmetries of random vectors. Complete classification theorems on these symmetries are proved in terms of covariance operator spectra.

Sign in / Sign up

Export Citation Format

Share Document