Transient analysis of a stationary Lévy-driven queue

Authors
Publication date 2015
Journal Statistics & Probability Letters
Volume | Issue number 107
Pages (from-to) 341-347
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract In this paper we study a queue with Lévy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the workload is in stationarity at time 00. The results are simple expressions that are in terms of the bivariate Laplace exponents of ladder processes. In particular, we derive the transform of the minimum workload attained over an exponentially distributed interval.
Document type Article
Language English
Published at https://doi.org/10.1016/j.spl.2015.09.010
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