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

Research output: Working paper

Abstract

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.
Original languageEnglish
Publication statusPublished - 10 Nov 2017
Externally publishedYes

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