Levy driven queues and fluctuation theory

dc.rights.license	CC-BY-NC-ND
dc.contributor.advisor	Mandjes, Michel
dc.contributor.advisor	Muller, Tobias
dc.contributor.advisor	Fernandez, Roberto
dc.contributor.author	Starreveld, N.J.
dc.date.accessioned	2014-09-24T17:01:01Z
dc.date.available	2014-09-24T17:01:01Z
dc.date.issued	2014
dc.identifier.uri	https://studenttheses.uu.nl/handle/20.500.12932/18447
dc.description.abstract	The main object of interest is a continuous time queueing system or otherwise, a Levy-driven queue. The goal of my master thesis was twofold. At first I wanted to study some structural properties of the workload process and to generalize some results already known for the case of a spectrally one sided input process. Secondly, I studied the transient behaviour of the workload process. My goal was to find a way to approximate the transform of the workload process at a deterministic time t. This was done separately for the case of a spectrally positive and spectrally negative input process.
dc.description.sponsorship	Utrecht University
dc.format.extent	660525
dc.format.mimetype	application/pdf
dc.language.iso	en
dc.title	Levy driven queues and fluctuation theory
dc.type.content	Master Thesis
dc.rights.accessrights	Open Access
dc.subject.keywords	queueing theory, Levy processes, L´evy driven queues, Wiener-Hopf factorisation, fluctuation theory, transient behaviour, Skorokhod topology
dc.subject.courseuu	Mathematical Sciences