Transient analysis of one-sided Lévy-driven queues

DOI10.1080/15326349.2016.1170615zbMath1342.60070arXiv1503.04984OpenAlexW2148918178MaRDI QIDQ3186009

N. J. Starreveld, M. R. H. Mandjes, René Bekker

Publication date: 8 August 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04984

zbMATH Keywords

queueingLévy processesfluctuation theorytransient analysisspectrally one-sided input

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)

Related Items

Finite-time ruin probabilities using bivariate Laguerre series, Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain, Hypothesis testing for a Lévy-driven storage system by Poisson sampling

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