Transient Asymptotics of Lévy-Driven Queues

DOI10.1239/JAP/1269610820MaRDI QIDQ3550992zbMATH OpenOpenAlexFDO

Authors Krzysztof Dȩbicki, Abdelghafour Es-Saghouani, M. R. H. Mandjes

Publication date 8 April 2010

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

Full work available at URL https://doi.org/10.1239/jap/1269610820

zbMATH Keywords

transient analysislarge deviationsqueuesLevy process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

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Cites work

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• Introductory lectures on fluctuations of Lévy processes with applications.
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Large deviations for vector-valued Lévy processes
• Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
• On the Correlation Structure of a Lévy-Driven Queue
• Ruin probabilities and overshoots for general Lévy insurance risk processes
• Some results on regular variation for distributions in queueing and fluctuation theory
• Stable Processes With Drift on the Line
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• Transient characteristics of Gaussian queues

Cited in

(13)

• Simulation-based computation of the workload correlation function in a Lévy-driven queue
• Transient characteristics of Gaussian queues
• Asymptotic analysis of Lévy-driven tandem queues
• Rare events of transitory queues
• Queueing approximation of suprema of spectrally positive Lévy process
• Transient analysis of one-sided Lévy-driven queues
• On the infimum attained by a reflected Lévy process
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
• Lévy-driven GPS queues with heavy-tailed input
• Transient error approximation in a Lévy queue
• Transient analysis of a stationary Lévy-driven queue
• Asymptotics of hybrid fluid queues with Lévy input
• Asymptotics of the area under the graph of a Lévy-driven workload process

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