On the Correlation Structure of a Lévy-Driven Queue

DOI10.1239/JAP/1231340225zbMATH Open1154.60348OpenAlexW2014898217MaRDI QIDQ5504151FDOQ5504151

M. R. H. Mandjes, Abdelghafour Es-Saghouani

Publication date: 21 January 2009

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

Full work available at URL: https://doi.org/10.1239/jap/1231340225

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zbMATH Keywords

correlationreflectioncomplete monotonicityLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

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Cited In (11)

• Asymptotic analysis of Lévy-driven tandem queues
• Quasi-Stationary Workload in a Lévy-Driven Storage System
• Meromorphic Lévy processes and their fluctuation identities
• From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
• Title not available (Why is that?)
• The correlation function of a queue with Lévy and Markov additive input
• Estimation of the workload correlation in a Markov fluid queue
• Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue
• Transient analysis of Markov-fluid-driven queues
• Transient Asymptotics of Lévy-Driven Queues
• On convergence to stationarity of fractional Brownian storage

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