A Lévy input model with additional state-dependent services
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References listed on IDEAS
- Maulik, Krishanu & Zwart, Bert, 2006. "Tail asymptotics for exponential functionals of Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 116(2), pages 156-177, February.
- Embrechts, Paul & Goldie, Charles M., 1982. "On convolution tails," Stochastic Processes and their Applications, Elsevier, vol. 13(3), pages 263-278, September.
- Krishanu Maulik & Bert Zwart, 2009. "An extension of the square root law of TCP," Annals of Operations Research, Springer, vol. 170(1), pages 217-232, September.
- Bertoin, J. & Doney, R. A., 1994. "Cramer's estimate for Lévy processes," Statistics & Probability Letters, Elsevier, vol. 21(5), pages 363-365, December.
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Cited by:
- Baurdoux, Erik J. & Palmowski, Z & Pistorius, Martijn R, 2017. "On future drawdowns of Lévy processes," LSE Research Online Documents on Economics 84342, London School of Economics and Political Science, LSE Library.
- D’Auria, Bernardo & Adan, Ivo J.B.F. & Bekker, René & Kulkarni, Vidyadhar, 2022. "An M/M/c queue with queueing-time dependent service rates," European Journal of Operational Research, Elsevier, vol. 299(2), pages 566-579.
- Baurdoux, E.J. & Palmowski, Z. & Pistorius, M.R., 2017. "On future drawdowns of Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2679-2698.
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Keywords
Tail behaviour Storage models Clearing models Workload correction Invariant distributions;Statistics
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