Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Gaussian Fluid Queue with Autocorrelated Input   This paper develops a generalization of Brownian motion with stationary,
autocorrelated increments as a tractable model for problems in business and
finance. We show that any real continuous Gaussian Markov process with
stationary increments and smooth covariance function is characterized by three
parameters quantifying drift, volatility, and autocorrelations. We model a
queue as a functional of a process defined by those characteristics and derive
its transient distribution conditional on its history.

27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
16
The categories of this paper are: stat
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
14
The categories of this paper are: math-ph
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
3
The categories of this paper are: physics
1
The categories of this paper are: cs
31
The categories of this paper are: ao-sci
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th