vix.ing · top · new · best · stats · spec

Transient analysis of one-sided Lévy-driven queues

2015/03/17 by N.J. Starreveld, Starreveld, Nicos, René Bekker +3
Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #Random Matrices and Applications

paper · pdf · doi:10.48550/arxiv.1503.04984

Abstract

In this paper we analyze the transient behavior of the workload process in a Lévy 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 Lévy 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.

Related