Article ID: | iaor20118065 |
Volume: | 19 |
Issue: | 1 |
Start Page Number: | 35 |
End Page Number: | 53 |
Publication Date: | Jul 2011 |
Journal: | TOP |
Authors: | Mandjes Michel, Es-Saghouani Abdelghafour |
Keywords: | fluid queue |
In this paper we study two transient characteristics of a Markov‐fluid‐driven queue, viz., the busy period and the covariance function of the workload process. Both metrics are captured in terms of their Laplace transforms. Relying on sample‐path large deviations, we also identify the logarithmic asymptotics of the probability that the busy period lasts longer than