TY - JOUR
T1 - Transient analysis of Lévy-driven tandem queues
AU - Debicki, K.G.
AU - Mandjes, M.R.H.
AU - Sierpinska-Tulacz, I.
PY - 2013
Y1 - 2013
N2 - This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression greatly simplifies if the driving Lévy process is spectrally one-sided; in that situation the transform is given explicitly in terms of the Laplace exponent of the Lévy input.
AB - This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression greatly simplifies if the driving Lévy process is spectrally one-sided; in that situation the transform is given explicitly in terms of the Laplace exponent of the Lévy input.
U2 - 10.1016/j.spl.2013.03.028
DO - 10.1016/j.spl.2013.03.028
M3 - Article
SN - 0167-7152
VL - 83
SP - 1776
EP - 1781
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 7
ER -