Transient analysis of one-sided L\'evy-driven queues
Probability
2015-03-18 v1
Abstract
In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential random variables. We consider both cases of spectrally one-sided L\'evy input processes, for which we succeed in deriving explicit results. As an application we approximate the mean and the Laplace transform of the workload process after a deterministic time.
Cite
@article{arxiv.1503.04984,
title = {Transient analysis of one-sided L\'evy-driven queues},
author = {Nicos Starreveld and René Bekker and Michel Mandjes},
journal= {arXiv preprint arXiv:1503.04984},
year = {2015}
}