Abstract
Chapter 2 formalizes the notion of Lévy-driven queues; it is argued how in general queues can be defined without assuming that the input process is necessarily nondecreasing. We also define the special class of spectrally one-sided Lévy inputs, that is, Lévy processes with either only positive jumps or only negative jumps; we will extensively rely on this notion throughout the survey. In addition, this chapter introduces the class of α-stable Lévy motions.
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Dębicki, K., Mandjes, M. (2015). Lévy Processes and Lévy-Driven Queues. In: Queues and Lévy Fluctuation Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-20693-6_2
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DOI: https://doi.org/10.1007/978-3-319-20693-6_2
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-20692-9
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