Analysis of stochastic fluid queues driven by local-time processes

DOI10.1239/aap/1231340165zbMath1164.60070arXiv0709.1456OpenAlexW2052225255MaRDI QIDQ3603199

Marina Sirviö, Takis Konstantopoulos, Andreas E. Kyprianou, Paavo H. Salminen

Publication date: 16 February 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.1456

zbMATH Keywords

performance analysislocal timeLévy processfluid queueSkorokhod reflectionPalm calculusinspection paradox

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Meromorphic Lévy processes and their fluctuation identities ⋮ Integral representation of Skorokhod reflection

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