- Transient analysis of one-sided Lévy-driven queues
- Stochastic Models
- Volume | Issue number
- 32 | 3
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
- In this article, we analyze the transient behavior of the workload process in a Lévy-driven queue. We are interested in the
value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential random variables.
We consider both cases of spectrally one-sided Lévy input processes, for which we succeed in deriving explicit results. As
an application, we approximate the mean and the Laplace transform of the workload process after a deterministic time.
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