A Lévy input fluid queue with input and workload regulation

DOI10.1007/S11134-013-9358-6MaRDI QIDQ475073zbMATHOpenAlexFDO

Authors Zbigniew Palmowski, M. Vlasiou, Bert Zwart

Publication date 25 November 2014

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.3806

zbMATH Keywords

fluctuation theoryscale functionssteady-state distributioncontrolled queueing modelworkload regulationLévy input

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Abstract: We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers ${e_q^{(i)}}_{i=1,2,\mathrm{...}}$ according to a spectrally positive L'evy process $Y_i(t)$ that is reflected at zero, and where the environment $i$ equals 0 or 1. When the exponential clock $e_q^{(i)}$ ends, the workload, as well as the L'evy input process, are modified; this modification may depend on the current value of the workload, the maximum and the minimum workload observed during the previous cycle, and the environment $i$ of the L'evy input process itself during the previous cycle. We analyse the steady-state workload distribution for this model. The main theme of the analysis is the systematic application of non-trivial functionals, derived within the framework of fluctuation theory of L'evy processes, to workload and queuing models.

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Cited in

(3)

• Queues with Lévy input and hysteretic control
• Lévy processes with adaptable exponent
• A Lévy input model with additional state-dependent services

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