The correlation function of a queue with Lévy and Markov additive input

DOI10.1016/j.spa.2019.05.015zbMath1471.60141arXiv1906.02766MaRDI QIDQ2301495

Wouter Berkelmans, Agata Cichocka, M. R. H. Mandjes

Publication date: 24 February 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.02766

zbMATH Keywords

workload; reflection; Lévy processes; Markov additive processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

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From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity, On two classes of reflected autoregressive processes

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