Asymptotics of the area under the graph of a Lévy-driven workload process
| Authors |
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| Publication date | 2013 |
| Journal | Operations Research Letters |
| Volume | Issue number | 41 | 6 |
| Pages (from-to) | 730-736 |
| Organisations |
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| Abstract |
Let (Qt)t∈R be the stationary workload process of a Lévy-driven queue, where the driving Lévy process is light-tailed. For various functions T(u), we analyze P(∫T(u)0Qsds>u) for u large. For T(u)=o(u√) the asymptotics resemble those of the steady-state workload being larger than u/T(u). If T(u) is proportional to View the MathML source they look like View the MathML source for some α>0. Interestingly, the asymptotics are still valid when View the MathML source, T(u)=o(u), and T(u)=βu for β suitably small. |
| Document type | Article |
| Language | English |
| Published at |
https://doi.org/10.1016/j.orl.2013.10.004
(Final published version)
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