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 |
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| container_title | Journal of applied probability |
| container_volume | 57 |
| creator | Kella, Offer Boxma, Onno |
| description | 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. |
| doi_str_mv | 10.1017/jpr.2020.75 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0021-9002 |
| ispartof | Journal of applied probability, 2020-12, Vol.57 (4), p.1222-1233 |
| issn | 0021-9002 1475-6072 |
| language | eng |
| recordid | cdi_proquest_journals_2463073730 |
| source | Cambridge Journals; JSTOR Mathematics & Statistics; Jstor Complete Legacy |
| subjects | Buffers Decomposition Queues Research Papers Stochastic processes Workloads |
| title | Synchronized Lévy queues |
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