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

Palmowski, Zbigniew; Vlasiou, Maria

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.

Additional Metadata
Keywords	Lévy processes, Storage systems, Quasi-stationary distribution, Laplace transforms, Fluctuation theory, Speed of convergence
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Palmowski, Z., & Vlasiou, M. (2017). Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues.

View at arXiv

Free Full Text ( Final Version , 171kb )

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

Publication

Publication

Address

CWI researchers

Questions or comments?

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

Publication

Publication

Workflow

Workflow

Add Content