Transient Asymptotics of Lévy-driven Queues

Abstract

With (Qt )t denoting the stationary workload process in a queue fed by a Lévy input process (Xt )t , this paper focuses on the asymptotics of rare event probabilities of the type P(Q0 > pB, QTB > qB) for given positive numbers p and q, and a positive deterministic function TB . We first identify conditions under which the probability of interest is… (More)

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