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This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample means of multivariate random variables.
In this paper we consider a single-server queue with Le??vy input, and in particular its workload process (Qt)t??0, focusing on its correlation structure. With the correlation function defined as r(t): = Cov(Q0, Qt)/Var Q0 (assuming the workload process is in stationarity at time 0), we first study its transform ????0 r(t)e-??t dt, both for the case that the Le??vy process has positive jumps, and...
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