Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512): Difference between revisions

Using Laplace transforms, the authors study the extremes of continuous-time Markov-additive processes with one-sided jumps and a finite-state background Markovian state-space, jointly with an epoch at which the extreme is ``attained''. For this purpose, the authors investigate discrete-time Markov-additive processes and use an imbedding to relate these to the continuous-time setting. The resulting Laplace transforms are given in terms of two matrices, which can be determined either through solving a nonlinear matrix equation or through a spectral method. The results of the authors on extremes are first applied to determine the steady-state buffer-content solution of several single-server queueing systems. The authors show that their framework comprises many models dealt with earlier. It also enables the authors to derive various new results. Also, the setup of the authors offers interesting insights into the connections between the approaches developed so far, including matrix-analytic techniques, martingale methods, the rate-conversation approach, and the occupation-measure method. The authors also study networks of fluid queues. They show how the results on single queues can be used to find the Laplace transform of the steady-state buffer-content vector; it has a matrix quasi-product form. It is shown, that fluid-driven priority queueing systems have this property as well.