Two coupled Lévy queues with independent input

DOI10.1214/13-SSY116MaRDI QIDQ5168874zbMATH OpenOpenAlexFDO

Authors Jevgenijs Ivanovs, Onno Boxma

Publication date 21 July 2014

Full work available at URL https://arxiv.org/abs/1306.2229

zbMATH Keywords

coupled processor modelfluid networkLévy inputWiener-Hopf factorization

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Abstract: We consider a pair of coupled queues driven by independent spectrally-positive Levy 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 Levy inputs. We identify the joint transform of the stationary workload distribution in terms of Wiener-Hopf factors corresponding to two auxiliary Levy processes with explicit Laplace exponents. We reinterpret and extend the ideas of Cohen and Boxma (1983) to provide a general and uniform result with a neat transform expression.

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Cited in

(11)

• A \(2\times 2\) random switching model and its dual risk model
• Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
• The correlation function of a queue with Lévy and Markov additive input
• A coupled processor model with simultaneous arrivals and ordered service requirements
• A bivariate risk model with mutual deficit coverage
• Stochastic decompositions in bivariate risk and queueing models with mutual assistance
• A Dynamic Contagion Risk Model with Recovery Features
• Synchronized Lévy queues
• Two-node fluid network with a heavy-tailed random input: the strong stability case
• A Lévy input model with additional state-dependent services
• Diffusion limits in the quarter plane and nonsemimartingale reflected Brownian motion

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