✦ LIBER ✦

Asymptotic analysis of Lévy-driven tandem queues

✍ Scribed by Pascal Lieshout; Michel Mandjes

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 475 KB
Volume: 60
Category: Article
ISSN: 0257-0130
DOI: 10.1007/s11134-008-9094-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tail asymptotics for a Lévy-driven tande

Tail asymptotics for a Lévy-driven tandem queue with

✍ Masakiyo Miyazawa; Tomasz Rolski 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 768 KB

Correlation cascades of Lévy-driven rand

Correlation cascades of Lévy-driven random processes

✍ Iddo Eliazar; Joseph Klafter 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Queueing approximation of suprema of spe

Queueing approximation of suprema of spectrally positive Lévy process

✍ M. Czystołowski; W. Szczotka 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 473 KB

A Semi-parametric Bayesian Analysis of S

A Semi-parametric Bayesian Analysis of Survival Data Based on Lévy-driven Processes

✍ Luis E. Nieto-Barajas; Stephen G. Walker 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 345 KB

Harmonic analysis of additive Lévy proce

Harmonic analysis of additive Lévy processes

✍ Davar Khoshnevisan; Yimin Xiao 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 609 KB

Computer simulation of diffusions driven

Computer simulation of diffusions driven by α-stable Lévy motion

✍ Aleksander Janicki 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 262 KB

In this paper we demonstrate that with the use of numerical discretization methods and computer simulation techniques it is possible to construct approximations of stochastic integrals with integrators defined by a-stable (stable) Lrvy motion. As a consequence, solving numerically stochastic differe