Effective bandwidth and fast simulation of ATM intree networks
Performance '93 Proceedings of the 16th IFIP Working Group 7.3 international symposium on Computer performance modeling measurement and evaluation
Asymptotics for M/G/1 low-priority waiting-time tail probabilities
Queueing Systems: Theory and Applications
Large deviations analysis of the generalized processor sharing policy
Queueing Systems: Theory and Applications
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
Queueing Systems: Theory and Applications
A Tandem Queue With LÉVY Input: A New Representation Of The Downstream Queue Length
Probability in the Engineering and Informational Sciences
Problems of Information Transmission
Quasi-Product Forms for Lévy-Driven Fluid Networks
Mathematics of Operations Research
Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
Queueing Systems: Theory and Applications
Exact tail asymptotics in a priority queue--characterizations of the preemptive model
Queueing Systems: Theory and Applications
Queueing Systems: Theory and Applications
Tail asymptotics for a generalized two-demand queueing model--a kernel method
Queueing Systems: Theory and Applications
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We analyze tail asymptotics of a two-node tandem queue with spectrally-positive Lévy input. A first focus lies in the tail probabilities of the type 驴(Q 1驴 x,Q 2(1驴驴)x), for 驴驴(0,1) and x large, and Q i denoting the steady-state workload in the ith queue. In case of light-tailed input, our analysis heavily uses the joint Laplace transform of the stationary buffer contents of the first and second queue; the logarithmic asymptotics can be expressed as the solution to a convex programming problem. In case of heavy-tailed input we rely on sample-path methods to derive the exact asymptotics. Then we specialize in the tail asymptotics of the downstream queue, again in case of both light-tailed and heavy-tailed Lévy inputs. It is also indicated how the results can be extended to tandem queues with more than two nodes.