Two coupled Lévy queues with independent input
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 o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Institute for Operations Research and the Management Sciences (INFORMS)
2014-01-01
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| Series: | Stochastic Systems |
| Subjects: | |
| Online Access: | http://www.i-journals.org/ssy/viewarticle.php?id=116&layout=abstract |
| _version_ | 1811231568786620416 |
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| author | Jevgenijs Ivanovs Onno Boxma |
| author_facet | Jevgenijs Ivanovs Onno Boxma |
| author_sort | Jevgenijs Ivanovs |
| collection | DOAJ |
| description | 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 Boxma (1983) to provide a general and uniform result
with a neat transform expression. |
| first_indexed | 2024-04-12T10:47:10Z |
| format | Article |
| id | doaj.art-bf1bd8e51c504918bd2fd3c7103e4129 |
| institution | Directory Open Access Journal |
| issn | 1946-5238 |
| language | English |
| last_indexed | 2024-04-12T10:47:10Z |
| publishDate | 2014-01-01 |
| publisher | Institute for Operations Research and the Management Sciences (INFORMS) |
| record_format | Article |
| series | Stochastic Systems |
| spelling | doaj.art-bf1bd8e51c504918bd2fd3c7103e41292022-12-22T03:36:22ZengInstitute for Operations Research and the Management Sciences (INFORMS)Stochastic Systems1946-52382014-01-013257459010.1214/13-SSY116Two coupled Lévy queues with independent inputJevgenijs Ivanovs0Onno Boxma1University of LausanneEindhoven University of TechnologyWe 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 Boxma (1983) to provide a general and uniform result with a neat transform expression.http://www.i-journals.org/ssy/viewarticle.php?id=116&layout=abstractcoupled processor modelfluid networkLévy inputWiener-Hopf factorization |
| spellingShingle | Jevgenijs Ivanovs Onno Boxma Two coupled Lévy queues with independent input Stochastic Systems coupled processor model fluid network Lévy input Wiener-Hopf factorization |
| title | Two coupled Lévy queues with independent input |
| title_full | Two coupled Lévy queues with independent input |
| title_fullStr | Two coupled Lévy queues with independent input |
| title_full_unstemmed | Two coupled Lévy queues with independent input |
| title_short | Two coupled Lévy queues with independent input |
| title_sort | two coupled levy queues with independent input |
| topic | coupled processor model fluid network Lévy input Wiener-Hopf factorization |
| url | http://www.i-journals.org/ssy/viewarticle.php?id=116&layout=abstract |
| work_keys_str_mv | AT jevgenijsivanovs twocoupledlevyqueueswithindependentinput AT onnoboxma twocoupledlevyqueueswithindependentinput |