{"id":"https://openalex.org/W4239869233","doi":"https://doi.org/10.1017/s0021900200009487","title":"Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic","display_name":"Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic","publication_year":2012,"publication_date":"2012-09-01","ids":{"openalex":"https://openalex.org/W4239869233","doi":"https://doi.org/10.1017/s0021900200009487"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200009487","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009487","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014106796","display_name":"Victor F. Araman","orcid":"https://orcid.org/0000-0002-3583-8124"},"institutions":[{"id":"https://openalex.org/I98635879","display_name":"American University of Beirut","ror":"https://ror.org/04pznsd21","country_code":"LB","type":"education","lineage":["https://openalex.org/I98635879"]}],"countries":["LB"],"is_corresponding":true,"raw_author_name":"Victor F. Araman","raw_affiliation_strings":["American University of Beirut"],"affiliations":[{"raw_affiliation_string":"American University of Beirut","institution_ids":["https://openalex.org/I98635879"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019114258","display_name":"Peter W. Glynn","orcid":"https://orcid.org/0000-0003-1370-6638"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Peter W. Glynn","raw_affiliation_strings":["Stanford University"],"affiliations":[{"raw_affiliation_string":"Stanford University","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5014106796","https://openalex.org/A5019114258"],"corresponding_institution_ids":["https://openalex.org/I97018004","https://openalex.org/I98635879"],"apc_list":null,"apc_paid":null,"fwci":0.5093,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.78193804,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"49","issue":"03","first_page":"710","last_page":"718"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7667412757873535},{"id":"https://openalex.org/keywords/queue","display_name":"Queue","score":0.7025079131126404},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.6807528138160706},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.6516497135162354},{"id":"https://openalex.org/keywords/heavy-traffic","display_name":"Heavy traffic","score":0.6502256989479065},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.6376427412033081},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.4942303001880646},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.47475412487983704},{"id":"https://openalex.org/keywords/heavy-traffic-approximation","display_name":"Heavy traffic approximation","score":0.4567282795906067},{"id":"https://openalex.org/keywords/reflected-brownian-motion","display_name":"Reflected Brownian motion","score":0.45073193311691284},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.32828208804130554},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2979135811328888},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.2187202274799347},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.18862810730934143},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15547698736190796},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.14678731560707092},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.12014007568359375},{"id":"https://openalex.org/keywords/computer-network","display_name":"Computer network","score":0.0949738621711731},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08117488026618958},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06819364428520203}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7667412757873535},{"id":"https://openalex.org/C160403385","wikidata":"https://www.wikidata.org/wiki/Q220543","display_name":"Queue","level":2,"score":0.7025079131126404},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.6807528138160706},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.6516497135162354},{"id":"https://openalex.org/C3017960815","wikidata":"https://www.wikidata.org/wiki/Q1592638","display_name":"Heavy traffic","level":2,"score":0.6502256989479065},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.6376427412033081},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.4942303001880646},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.47475412487983704},{"id":"https://openalex.org/C193290586","wikidata":"https://www.wikidata.org/wiki/Q17022030","display_name":"Heavy traffic approximation","level":2,"score":0.4567282795906067},{"id":"https://openalex.org/C116779161","wikidata":"https://www.wikidata.org/wiki/Q7307228","display_name":"Reflected Brownian motion","level":5,"score":0.45073193311691284},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.32828208804130554},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2979135811328888},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.2187202274799347},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.18862810730934143},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15547698736190796},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.14678731560707092},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.12014007568359375},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0949738621711731},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08117488026618958},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06819364428520203},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C147176958","wikidata":"https://www.wikidata.org/wiki/Q77590","display_name":"Civil engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200009487","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009487","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1513487224","https://openalex.org/W1963582277","https://openalex.org/W2091422170","https://openalex.org/W2101190503","https://openalex.org/W3010098330"],"related_works":["https://openalex.org/W2067451065","https://openalex.org/W3034439966","https://openalex.org/W2960646972","https://openalex.org/W2388068124","https://openalex.org/W4242567288","https://openalex.org/W4301489286","https://openalex.org/W1777598960","https://openalex.org/W1589140650","https://openalex.org/W2784762608","https://openalex.org/W4311812464"],"abstract_inverted_index":{"In":[0],"this":[1,34,58],"paper":[2,35],"we":[3,26],"show":[4],"that":[5,25],"fractional":[6,44],"Brownian":[7],"motion":[8,46],"with":[9,47],"H":[10,48],"<":[11,49],"\u00bd":[12],"can":[13],"arise":[14],"as":[15],"a":[16,19,67],"limit":[17,69],"of":[18,22,57],"simple":[20,39],"class":[21],"traffic":[23,29,40],"processes":[24],"call":[27],"\u2018scheduled":[28],"models\u2019.":[30],"To":[31],"our":[32],"knowledge,":[33],"provides":[36],"the":[37],"first":[38],"model":[41],"leading":[42],"to":[43],"Brownnian":[45],"\u00bd.":[50],"We":[51],"also":[52],"discuss":[53],"some":[54],"immediate":[55],"implications":[56],"result":[59],"for":[60],"queues":[61],"fed":[62],"by":[63],"scheduled":[64],"traffic,":[65],"including":[66],"heavy-traffic":[68],"theorem.":[70]},"counts_by_year":[{"year":2017,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}