The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula

DOI10.1239/jap/1346955341zbMath1260.60092arXiv1111.7099MaRDI QIDQ3165502

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Publication date: 29 October 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.7099

zbMATH Keywords

reflected Lévy process; spectrally positive Lévy process; generalized Pollaczek-Khinchine formula; Lévy process with no negative jumps; supremum of a Lévy process

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60K25: Queueing theory (aspects of probability theory)

Related Items

Lowest priority waiting time distribution in an accumulating priority Lévy queue, Fluid queues with synchronized output

Cites Work

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• The supremum distribution of a Lévy process with no negative jumps
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