Recommendations
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- On the Correlation Structure of a Lévy-Driven Queue
- Queues and Lévy fluctuation theory
- Asymptotics of hybrid fluid queues with Lévy input
- Transient error approximation in a Lévy queue
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
Cites work
- scientific article; zbMATH DE number 3500818 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 847278 (Why is no real title available?)
- scientific article; zbMATH DE number 3240797 (Why is no real title available?)
- A Lévy Process Reflected at a Poisson Age Process
- A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
- Applied Probability and Queues
- Cramér's estimate for Lévy processes
- Fluctuation theory in continuous time
- 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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