Name
Abstract | ||
|---|---|---|
Let ( Q t ) t ¿ R be the stationary workload process of a Lévy-driven queue, where the driving Lévy process is light-tailed. For various functions T ( u ) , we analyze P ( ¿ 0 T ( u ) Q s d s u ) for u large. For T ( u ) = o ( u ) the asymptotics resemble those of the steady-state workload being larger than u / T ( u ) . If T ( u ) is proportional to u they look like e - α u for some α 0 . Interestingly, the asymptotics are still valid when u = o ( T ( u ) ) , T ( u ) = o ( u ) , and T ( u ) = ß u for ß suitably small. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.orl.2013.10.004 | Oper. Res. Lett. |
Keywords | Field | DocType |
large deviations,levy processes,queues,area | Graph,Combinatorics,Workload,Queue,Large deviations theory,Lévy process,Asymptotic analysis,Mathematics | Journal |
Volume | Issue | ISSN |
41 | 6 | 0167-6377 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jose Blanchet | 1 | 0 | 0.34 |
| Michel Mandjes | 2 | 534 | 73.65 |