- Transient analysis of Lévy-driven tandem queues
- Statistics & Probability Letters
- Volume | Issue number
- 83 | 7
- Pages (from-to)
- Document type
- Faculty of Economics and Business (FEB)
Faculty of Science (FNWI)
- Amsterdam School of Economics Research Institute (ASE-RI)
Korteweg-de Vries Institute for Mathematics (KdVI)
- This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace
transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression
greatly simplifies if the driving Lévy process is spectrally one-sided; in that situation the transform is given explicitly
in terms of the Laplace exponent of the Lévy input.
- go to publisher's site
If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library, or send a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.