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

Z. Palmowski, M. Vlasiou

Research output: Contribution to journalArticleAcademic

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Abstract

In this note we prove that the speed of convergence of the workload of a L\'evy-driven queue to the quasi-stationary distribution is of order $1/t$. We identify also the Laplace transform of the measure giving this speed and provide some examples.
Original languageEnglish
Article number1711.04041
Number of pages11
JournalarXiv
Issue number1711.04041
Publication statusPublished - 10 Nov 2017

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Fluid Queue
Quasi-stationary Distribution
Speed of Convergence
Laplace transform
Workload
Queue

Cite this

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Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues. / Palmowski, Z.; Vlasiou, M.

In: arXiv, No. 1711.04041, 1711.04041, 10.11.2017.

Research output: Contribution to journalArticleAcademic

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