Two coupled Lévy queues with independent input

O.J. Boxma, J. Ivanovs

Onderzoeksoutput: Boek/rapportRapportAcademic

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Samenvatting

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 Cohen and Boxma (1983) to provide a general and uniform result with a neat transform expression.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijEurandom
Aantal pagina's17
StatusGepubliceerd - 2013

Publicatie series

NaamReport Eurandom
Volume2013017
ISSN van geprinte versie1389-2355

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