A Lévy input model with additional state-dependent services

Abstract: We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers

{e_{q}^{(i)}}_{i = 1, 2, ...}

according to a spectrally positive L'{e}vy process

Y (t)

which is reflected at 0. When the exponential clock

e_{q}^{(i)}

ends, the additional state-dependent service requirement modifies the workload so that the latter is equal to

F_{i} (Y (e_{q}^{(i)}))

at epoch

e_{q}^{(1)} + ... + e_{q}^{(i)}

for some random nonnegative i.i.d. functionals

F_{i}

. In particular, we focus on the case when

F_{i} (y) = (B_{i} - y)^{+}

, where

{B_{i}}_{i = 1, 2, ...}

are i.i.d. nonnegative random variables. We analyse the steady-state workload distribution for this model.

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