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

Z. Palmowski; M. Vlasiou

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

Z. Palmowski, M. Vlasiou

Stochastic Operations Research

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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.

Originele taal-2	Engels
Artikelnummer	1711.04041
Aantal pagina's	11
Tijdschrift	arXiv
Nummer van het tijdschrift	1711.04041
Status	Gepubliceerd - 10 nov. 2017

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https://arxiv.org/abs/1711.04041

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title = "Speed of convergence to the quasi-stationary distribution for L{\'e}vy input fluid queues",

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

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