Article thumbnail

Transient analysis of a stationary Lévy-driven queue

By J Jevgenijs Ivanovs and MRH Michel Mandjes

Abstract

In this paper we study a queue with Lévy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the workload is in stationarity at time 0. The results are simple expressions that are in terms of the bivariate Laplace exponents of ladder processes. In particular, we derive the transform of the minimum workload attained over an exponentially distributed interval. Keywords: Queues; Lévy processes; conditioned to stay positiv

Publisher: Eurandom
Year: 2015
DOI identifier: 10.1016/j.spl.2015.09.010
OAI identifier: oai:library.tue.nl:797260
Provided by: Repository TU/e
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://repository.tue.nl/79726... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.