Krzysztof Debicki

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CWI's research has a theme-oriented structure and is grouped into four clusters. Listed below are the names of the clusters and in parentheses their acronyms. ABSTRACT In this paper we consider a queue fed by a large numbern of independent continuous-time Gaussian processes with stationary increments. After scaling the buuer exceedance threshold B and the(More)
We study stochastic tree fluid networks driven by a multidimensional Lévy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate these fluid networks, we relate the above three quantities to fluctuations of the input Lévy process by solving a(More)
This paper analyzes transient characteristics of Gaussian queues. More specifically, we determine the logarithmic asymptotics of P(Q 0 > pB, Q T B > qB), where Q t denotes the workload at time t. For any pair (p, q), three regimes can be distinguished: (A) For small values of T , one of the events {Q 0 > pB} and {Q T B > qB} will essentially imply the(More)