Blanchet, J. and Mandjes, M. Asymptotics of the Area under the Graph of a Lévy-driven Workload Process. Operations Research Letters, 41, (2013), 730-736.

Summary:

This paper is a follow up to the work in Blanchet, Glynn and Meyn (2013), which dealt with the asymptotics under queue-length process in the setting of an M/M/1 queue. We focus on the workload process of a queue fed by a light-tailed Levy process, considering different spatial and temporal scales.

Bibtex:

@Article{BM_2013,

author = {J. Blanchet and M. Mandjes},

title = {Asymptotics of the Area under the Graph of a Lévy-driven Workload Process.},

journal = {Operations Research Letters},

year = {2013},

volume = {41},

pages = {730-736.}

}