Transient analysis of Lévy-driven tandem queues

Authors
Publication date 2013
Journal Statistics & Probability Letters
Volume | Issue number 83 | 7
Pages (from-to) 1776-1781
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression greatly simplifies if the driving Lévy process is spectrally one-sided; in that situation the transform is given explicitly in terms of the Laplace exponent of the Lévy input.
Document type Article
Language English
Published at
https://doi.org/10.1016/j.spl.2013.03.028 (Final published version)
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