Generalized sub-Gaussian fractional Brownian motion queueing model

It is well known that often the one-dimensional distribution of a queue content is not Gaussian but its tails behave like a Gaussian. We propose to consider a general class of processes, namely the class of φ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varphi $$\end{document}-sub-Gaussian random processes, which is more general than the Gaussian one and includes non-Gaussian processes. The class of sub-Gaussian random processes contains Gaussian processes also and therefore is of special interest. In this paper we provide an estimate for the queue content distribution of a fluid queue fed by N\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N$$\end{document} independent strictly φ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varphi $$\end{document}-sub-Gaussian generalized fractional Brownian motion input processes. We obtain an upper estimate of buffer overflow probability in a finite buffer system defined on any finite time interval [a,b]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[a,b]$$\end{document} or infinite interval [0,∞)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[0,\infty )$$\end{document}. The derived estimate captures more accurately the performance of the queueing system for a wider-range of input processes.