Abstract
We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent Lévy inputs. We identify the joint transform of the stationary workload distribution in terms of Wiener-Hopf factors corresponding to two auxiliary Lévy processes with explicit Laplace exponents. We reinterpret and extend the ideas of Boxma (1983) to provide a general and uniform result with a neat transform expression.
Keywords: Coupled processor model, fluid network, Lévy input, Wiener-Hopf factorization.
| Original language | English |
|---|---|
| Pages (from-to) | 574-590 |
| Number of pages | 17 |
| Journal | Stochastic Systems |
| Volume | 3 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2013 |
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