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arXiv · 1503.04984

Transient analysis of one-sided Lévy-driven queues

Nicos Starreveld·René Bekker·Michel Mandjes
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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.

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Nicos Starreveld, René Bekker, Michel Mandjes. 2015-03-17. Transient analysis of one-sided Lévy-driven queues. https://arxiv.org/abs/1503.04984

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