Lévy-driven polling systems and continuous-state branching processes

In this paper we consider a ring of N = 1 queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the server serves the next queue and so forth. This model is known in the literature as a polling model. Each of the queues is fed by a non-decreasing Lévy process, which can be different during each of the consecutive periods within the server's cycle. The N-dimensional Lévy processes obtained in this fashion are described by their (joint) Laplace exponent, thus allowing for non-independent input streams. For such a system we derive the steady-state distribution of the joint workload at embedded epochs, i.e. polling and switching instants. Using the Kella-Whitt martingale, we also derive the steady-state distribution at an arbitrary epoch. Our analysis heavily relies on establishing a link between fluid (Lévy input) polling systems and multi-type Jirina processes (continuous-state discrete-time branching processes). This is done by properly defining the notion of the branching property for a discipline, which can be traced back to Fuhrmann and Resing. This definition is broad enough to contain the most important service disciplines, like exhaustive and gated.