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ArticleLévy-driven queues

Krzysztof Dȩbicki2011

Article2011

Lévy-driven queues

Krzysztof Dȩbicki · Michel Mandjes

12 citations·0/0 files stored·Surveys in Operations Research and Management Science

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Advanced Queuing Theory Analysis Stochastic processes and statistical mechanics Probability and Risk Models

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References

2003Financial Modelling with Jump Processes 1987Applied Probability and Queues 2004Lévy Processes and Stochastic Calculus 2003Applied Probability and Queues 2007Stochastic Simulation 1987Brownian Motion and Stochastic Flow Systems.1981Reflected Brownian Motion on an Orthant 2003Russian and American put options under exponential phase-type Lévy models

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2008Asymptotic analysis of Lévy-driven tandem queuesarticle · 10 shared references 2011Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queuearticle · 10 shared references 2006A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTHarticle · 10 shared references 2009Queues with Lévy input and hysteretic controlarticle · 10 shared references 2006Quasi-product forms for Lévy-driven fluid networkspreprint · 9 shared references 2008On the Correlation Structure of a Lévy-Driven Queuearticle · 9 shared references

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Year2011

Typearticle

Published2011-09-23

VenueSurveys in Operations Research and Management Science

ISSN-L1876-7354

Languageen

Citations12

Files0 public / 0

ShelfAdvanced Queuing Theory Analysis

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doi10.1016/j.sorms.2011.08.001

openalex_workW2093475423

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