Author:
Es-Saghouani Abdelghafour,Mandjes Michel
Abstract
In this paper we consider a single-server queue with Lévy input and, in particular, its workload process (Qt)t≥0, with a focus on the correlation structure. With the correlation function defined asr(t) := cov(Q0,Qt) / var(Q0) (assuming that the workload process is in stationarity at time 0), we first determine its transform ∫0∞r(t)e-ϑtdt. This expression allows us to prove thatr(·) is positive, decreasing, and convex, relying on the machinery of completely monotone functions. We also show thatr(·) can be represented as the complementary distribution function of a specific random variable. These results are used to compute the asymptotics ofr(t), for larget, for the cases of light-tailed and heavy-tailed Lévy inputs.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
14 articles.
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