On the Correlation Structure of a Lévy-Driven Queue

DOI10.1239/JAP/1231340225MaRDI QIDQ5504151zbMATH OpenOpenAlexFDO

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

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

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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Cites work

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• Large Deviations for Gaussian Queues
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• Nonparametric Inference About Service Time Distribution from Indirect Measurements
• On Queues with Poisson Arrivals
• The correlation functions of rbm and m/m/1
• The covariance function of the virtual waiting-time process in an M/G/1 queue
• The covariance structure of queues and related processes – a survey of recent work
• Transient Behavior of the M/G/1 Workload Process

Cited in

(12)

• scientific article; zbMATH DE number 6521379 (Why is no real title available?)
• From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
• Quasi-stationary workload in a Lévy-driven storage system
• Asymptotic analysis of Lévy-driven tandem queues
• Estimation of the workload correlation in a Markov fluid queue
• Transient analysis of Markov-fluid-driven queues
• The correlation function of a queue with Lévy and Markov additive input
• On Lévy-driven vacation models with correlated busy periods and service interruptions
• On convergence to stationarity of fractional Brownian storage
• Meromorphic Lévy processes and their fluctuation identities
• Transient Asymptotics of Lévy-Driven Queues
• Simulation-based computation of the workload correlation function in a Lévy-driven queue

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