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Browsing by Author "va03@aub.edu.lb; glynn@stanford.edu"

Browsing by Author "va03@aub.edu.lb; glynn@stanford.edu"

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  • Araman V.F.; Glynn P.W. (SHEFFIELDTHE UNIVERSITY, SCHOOL MATHEMATICS STATISTICS, SHEFFIELD S3 7RH, ENGLAND, 2012)
    In this paper we showthat fractional Brownian motion withH 1-2 can arise as a limit of a simple class of traffic processes that we call 'scheduled traffic models'. To our knowledge, this paper provides the first simple ...

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