Transient analysis of reflected Lévy processes

DOI10.1016/j.spl.2013.06.008zbMath1287.60061MaRDI QIDQ2435754

Offer Kella, M. R. H. Mandjes

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.008

zbMATH Keywords

Lévy processes; queues; transient analysis; Wiener-Hopf decomposition

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60E10: Characteristic functions; other transforms

60K25: Queueing theory (aspects of probability theory)

Related Items

Transient analysis of Lévy-driven tandem queues, Transient analysis of a stationary Lévy-driven queue, Factorization Identities for Reflected Processes, with Applications, Transient analysis of one-sided Lévy-driven queues

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