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

Zbigniew Palmowski () and Maria Vlasiou ()
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Zbigniew Palmowski: Wrocław University of Science and Technology
Maria Vlasiou: Eindhoven University of Technology

Queueing Systems: Theory and Applications, 2020, vol. 96, issue 1, No 7, 153-167

Abstract: Abstract 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.

Keywords: Lévy processes; Storage systems; Quasi-stationary distribution; Laplace transforms; Fluctuation theory; Speed of convergence; 60G51; 60G50; 60K25 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11134-020-09664-w

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