Synchronized Lévy queues

Offer Kella; Onno Boxma

doi:10.1017/jpr.2020.75

Synchronized Lévy queues

Offer Kella (Corresponding author), Onno Boxma (Corresponding author)

Stochastic Operations Research

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

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Abstract

We consider a multivariate Lévy process where the first coordinate is a Lévy process with no negative jumps which is not a subordinator and the others are non-decreasing. We determine the Laplace-Stieltjes transform of the steady-state buffer content vector of an associated system of parallel queues. The special structure of this transform allows us to rewrite it as a product of joint Laplace-Stieltjes transforms. We are thus able to interpret the buffer content vector as a sum of independent random vectors.

Original language	English
Pages (from-to)	1222-1233
Number of pages	12
Journal	Journal of Applied Probability
Volume	57
Issue number	4
DOIs	https://doi.org/10.1017/jpr.2020.75
Publication status	Published - Dec 2020

Funding

The authors thank Liron Ravner and Bert Zwart for interesting discussions. Offer Kella is supported in part by grant 1647/17 from the Israel Science Foundation and the Vigevani Chair in Statistics. Onno Boxma is partly funded by an NWO TOP grant, grant 613.001.352, and by the NWO Gravitation project NETWORKS, grant 024.002.003.

Keywords

decomposition
Lévy driven queues
synchronized Lévy queues

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10.1017/jpr.2020.75

Published versionFinal published version, 277 KBLicence: TAVERNE

Cite this

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Synchronized Lévy queues

Abstract

Funding

Keywords

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