Synchronized Lévy queues

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

Research output: Contribution to journalArticleAcademicpeer-review

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 languageEnglish
Pages (from-to)1222-1233
Number of pages12
JournalJournal of Applied Probability
Volume57
Issue number4
DOIs
Publication statusPublished - Dec 2020

Keywords

  • decomposition
  • Lévy driven queues
  • synchronized Lévy queues

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