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

Zbigniew Palmowski; Maria Vlasiou

doi:10.1007/s11134-020-09664-w

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

Zbigniew Palmowski (Corresponding author), Maria Vlasiou

Stochastic Operations Research

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

2 Citaten (Scopus)

Samenvatting

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.

Originele taal-2	Engels
Pagina's (van-tot)	153-167
Aantal pagina's	15
Tijdschrift	Queueing Systems
Volume	96
Nummer van het tijdschrift	1-2
Vroegere onlinedatum	10 aug. 2020
DOI's	https://doi.org/10.1007/s11134-020-09664-w
Status	Gepubliceerd - 1 okt. 2020

Financiering

This work is partially supported by an NWO individual Grant through project 632.003.002 and by the National Science Centre under the grant 2018/B/ST1/00756 (2019-2022).

Financiers	Financiernummer
Nederlandse Organisatie voor Wetenschappelijk Onderzoek	632.003.002
Narodowe Centrum Nauki	2018/B/ST1/00756, 2019-2022

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10.1007/s11134-020-09664-w

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2 Citaties
2 Rapport
2 Tijdschriftartikel

A Lévy input fluid queue with input and workload regulation
Palmowski, Z. B., Vlasiou, M. & Zwart, B., 2014, In: Queueing Systems. 76, 1, blz. 21-36
Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review
1 Citaat (Scopus)

2 Downloads (Pure)
A Lévy input fluid queue with input and workload regulation
Palmowski, Z. B., Vlasiou, M. & Zwart, B., 2011, Eindhoven: Eurandom. 17 blz. (Report Eurandom; vol. 2011033)
Onderzoeksoutput: Boek/rapport › Rapport › Academic

Open Access
Bestand
A Lévy input model with additional state-dependent services
Palmowski, Z. B. & Vlasiou, M., 2011, In: Stochastic Processes and their Applications. 121, 7, blz. 1546-1564
Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review
7 Citaten (Scopus)

1 Downloads (Pure)

Citeer dit

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

abstract = "In this note, we prove that the speed of convergence of the workload of a L{\'e}vy-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.",

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

Samenvatting

Financiering

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Andere bestanden en links

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Onderzoekersoutput

A Lévy input fluid queue with input and workload regulation

A Lévy input fluid queue with input and workload regulation

A Lévy input model with additional state-dependent services

Citeer dit