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 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(More)
Let {X(t) : t ∈ [0, ∞)} be a centered Gaussian process with stationary increments and variance function σ 2 X (t). We study the exact asymptotics of P(sup t∈[0,T ] X(t) > u), as u → ∞, where T is an independent of {X(t)} nonnegative Weibullian random variable. As an illustration we work out the asymptotics of supremum distribution of fractional Laplace(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)