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
Explicit Solutions for Variational Problems in the Quadrant
Queueing Systems: Theory and Applications
Asymptotics for M/G/1 low-priority waiting-time tail probabilities
Queueing Systems: Theory and Applications
Asymptotic analysis of Lévy-driven tandem queues
Queueing Systems: Theory and Applications
Quasi-Product Forms for Lévy-Driven Fluid Networks
Mathematics of Operations Research
Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
Mathematics of Operations Research
Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM
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 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 asymptotics for the marginal stationary distribution of the second buffer content, while weaker asymptotic results are obtained for the general Lévy input case. The results generalize those of Lieshout and Mandjes from the recent papers (Lieshout and Mandjes in Math. Methods Oper. Res. 66:275---298, 2007 and Queueing Syst. 60:203---226, 2008) for the corresponding tandem queue without an intermediate input.