Transient analysis of one-sided Lévy-driven queues

N.J. Starreveld, R. Bekker, M.R.H. Mandjes

Research output: Contribution to JournalArticleAcademicpeer-review


In this article, we analyze the transient behavior of the workload process in a Lévy-driven queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential random variables. We consider both cases of spectrally one-sided Lévy input processes, for which we succeed in deriving explicit results. As an application, we approximate the mean and the Laplace transform of the workload process after a deterministic time.
Original languageEnglish
Pages (from-to)481-512
JournalStochastic Models
Issue number3
Publication statusPublished - 2016


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