Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues

DOI10.1007/s11134-020-09664-wzbMath1461.60031arXiv1711.04041OpenAlexW3048859946MaRDI QIDQ2220361

Maria Vlasiou, Zbigniew Palmowski

Publication date: 22 January 2021

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.04041

zbMATH Keywords

Laplace transformsLévy processesquasi-stationary distributionfluctuation theorystorage systemsspeed of convergence

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

Related Items (2)

Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift ⋮ Yaglom limit for unimodal Lévy processes

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