On the Correlation Structure of a Lévy-Driven Queue

DOI10.1239/jap/1231340225zbMath1154.60348OpenAlexW2014898217MaRDI QIDQ5504151

Abdelghafour Es-Saghouani, M. R. H. Mandjes

Publication date: 21 January 2009

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

Full work available at URL: https://doi.org/10.1239/jap/1231340225

zbMATH Keywords

correlationreflectionLévy processcomplete monotonicity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

Related Items

From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity ⋮ Quasi-Stationary Workload in a Lévy-Driven Storage System ⋮ On convergence to stationarity of fractional Brownian storage ⋮ Estimation of the workload correlation in a Markov fluid queue ⋮ Transient analysis of Markov-fluid-driven queues ⋮ Meromorphic Lévy processes and their fluctuation identities ⋮ Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue ⋮ Transient Asymptotics of Lévy-Driven Queues ⋮ Asymptotic analysis of Lévy-driven tandem queues ⋮ The correlation function of a queue with Lévy and Markov additive input

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-parametric estimation for the \(M/G/\infty\) queue
• Asymptotics for M/G/1 low-priority waiting-time tail probabilities
• Large deviations of sojourn times in processor sharing queues
• Introductory lectures on fluctuations of Lévy processes with applications.
• The correlation functions of rbm and m/m/1
• On Queues with Poisson Arrivals
• Large Deviations for Gaussian Queues
• Asymptotic properties of supercritical branching processes I: The Galton-Watson process
• Fluctuation theory in continuous time
• The covariance structure of queues and related processes – a survey of recent work
• The covariance function of the virtual waiting-time process in an M/G/1 queue
• Transient Behavior of the M/G/1 Workload Process
• Nonparametric Inference About Service Time Distribution from Indirect Measurements
• Applied Probability and Queues
• A Lévy Process Reflected at a Poisson Age Process