Synchronized Lévy queues

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...

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Veröffentlicht in:Journal of applied probability 2020-12, Vol.57 (4), p.1222-1233
Hauptverfasser: Kella, Offer, Boxma, Onno
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0021-9002
1475-6072
DOI:10.1017/jpr.2020.75