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

Zbigniew Palmowski (Corresponding author), Maria Vlasiou

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

In this note, we prove that the speed of convergence of the workload of a Lévy-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
Pages (from-to)153-167
Number of pages15
JournalQueueing Systems
Volume96
Issue number1-2
Early online date10 Aug 2020
DOIs
Publication statusPublished - 1 Oct 2020

Keywords

  • Fluctuation theory
  • Laplace transforms
  • Lévy processes
  • Quasi-stationary distribution
  • Speed of convergence
  • Storage systems

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