Transient analysis of one-sided Lévy-driven queues
| Authors |
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| Publication date | 2016 |
| Journal | Stochastic Models |
| Volume | Issue number | 32 | 3 |
| Pages (from-to) | 481-512 |
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| Abstract |
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. |
| Document type | Article |
| Language | English |
| Published at |
https://doi.org/10.1080/15326349.2016.1170615
(Final published version)
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