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

Maria  Vlasiou

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

Maria Vlasiou

Research output: Working paper › Preprint › Academic

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 language	English
Publication status	Published - 10 Nov 2017
Externally published	Yes

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

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AB - 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.

M3 - Preprint

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

ER -

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

Abstract

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Cite this