Transient error approximation in a Lévy queue

DOI10.1007/S11134-016-9511-0MaRDI QIDQ2397974zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Bert Zwart, Britt Mathijsen

Publication date 14 August 2017

Published in Queueing Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1604.05231

zbMATH Keywords

transient analysissingle-server queuecapacity allocationLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Abstract: Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with L'evy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of L'evy processes, we derive a refined cost function, that accounts for transient effects. This leads to a corrected capacity allocation rule for the transient single-server queue. Extensive numerical experiments indicate that the cost reductions achieved by this correction can by significant.

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Cited in

(2)

• Transient analysis of a stationary Lévy-driven queue
• Transient Asymptotics of Lévy-Driven Queues

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