Transient analysis of one-sided Lévy-driven queues

Authors
Publication date 2016
Journal Stochastic Models
Volume | Issue number 32 | 3
Pages (from-to) 481-512
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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
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