- Author
- Year
- 2013
- Title
- Transient analysis of Lévy-driven tandem queues
- Journal
- Statistics & Probability Letters
- Volume | Issue number
- 83 | 7
- Pages (from-to)
- 1776-1781
- Document type
- Article
- Faculty
- Faculty of Economics and Business (FEB)
Faculty of Science (FNWI) - Institute
- Amsterdam School of Economics Research Institute (ASE-RI)
Korteweg-de Vries Institute for Mathematics (KdVI) - Abstract
- This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace
transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression
greatly simplifies if the driving Lévy process is spectrally one-sided; in that situation the transform is given explicitly
in terms of the Laplace exponent of the Lévy input.
- URL
- go to publisher's site
- Language
- English
- Persistent Identifier
- https://hdl.handle.net/11245/1.401054
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