Samenvatting
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.
Originele taal-2 | Engels |
---|---|
Pagina's (van-tot) | 1222-1233 |
Aantal pagina's | 12 |
Tijdschrift | Journal of Applied Probability |
Volume | 57 |
Nummer van het tijdschrift | 4 |
DOI's | |
Status | Gepubliceerd - dec. 2020 |