Exact asymptotics for a Lévy-driven tandem queue with an intermediate input
نویسندگان
چکیده
We consider a Lévy-driven tandem queue with an intermediate input assuming that its buffer content process obtained by a reflection mapping has the stationary distribution. For this queue, no closed form formula is known, not only for its distribution but also for the corresponding transform. In this paper we consider only light-tailed inputs, and derive exact asymptotics for the tail distribution of convex type combination of two buffer contents. This includes the marginal stationary distributions of the buffer contents and their sum as special cases. These results generalize those of Lieshout and Mandjes from the recent paper [13] for the corresponding tandem queue without an intermediate input.
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Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
We consider a Lévy-driven tandem queue with an intermediate input assuming that its buffer content process obtained by a reflection mapping has the stationary distribution. For this queue, no closed form formula is known, not only for its distribution but also for the corresponding transform. In this paper we consider only light-tailed inputs. For the Brownian input case, we derive exact tail a...
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