Quasi-Stationary Workload in a Lévy-Driven Storage System

DOI10.1080/15326349.2012.699753zbMath1260.90020arXiv1012.2664OpenAlexW2112304136MaRDI QIDQ3167893

Tomasz Rolski, Zbigniew Palmowski, M. R. H. Mandjes

Publication date: 29 October 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.2664

zbMATH Keywords

Laplace transformsLévy processesquasi-stationary distributionfluctuation theorystorage systemsheaviside principle

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) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Markov processes (60J99)

Related Items (8)

Parisian quasi-stationary distributions for asymmetric Lévy processes ⋮ Transient analysis of a stationary Lévy-driven queue ⋮ Yaglom limit for unimodal Lévy processes ⋮ Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues ⋮ A note on speed of convergence to the quasi-stationary distribution ⋮ Yaglom limit for stochastic fluid models ⋮ Yaglom limit for stable processes in cones ⋮ Unnamed Item

Cites Work

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• On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals

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