In this paper we analyze the transient behavior of the workload process in a Lévy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential random variables. We consider both cases of spectrally one-sided Lévy input processes, for which we succeed in deriving explicit results. As an application we approximate the mean and the Laplace transform of the workload process after a deterministic time.
Keywords: Queueing ¿ Lévy processes ¿ fluctuation theory ¿ spectrally one-sided input ¿ transient
analysis

Original language | English |
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Place of Publication | Eindhoven |
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Publisher | Eurandom |
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Number of pages | 23 |
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Publication status | Published - 2015 |
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Name | Report Eurandom |
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Volume | 2015009 |
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ISSN (Print) | 1389-2355 |
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