Decomposition results for stochastic storage processes and queues with alternating Lévy inputs

DOI10.1007/S11134-013-9378-2zbMATH Open1296.60242arXiv1210.2213OpenAlexW2109670906MaRDI QIDQ742455FDOQ742455

Authors: Onno Boxma, Offer Kella 

Publication date: 18 September 2014

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: In this paper we generalize known workload decomposition results for L'{e}vy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases are polling systems with either compound Poisson or more general L'{e}vy inputs. Our main tools are new martingale results, which have been derived in a companion paper.

Full work available at URL: https://arxiv.org/abs/1210.2213

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zbMATH Keywords

queues with server vacationsKella-Whitt martingaledecomposition resultsLévy-type processesLévy storage systems

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Processes in random environments (60K37) Inventory, storage, reservoirs (90B05)

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Cited In (7)

• Polling: past, present, and perspective
• Martingales associated with functions of Markov and finite variation processes
• Stochastic decomposition results for Poisson input queue and its applications
• Unifying the Dynkin and Lebesgue–Stieltjes formulae
• Another look into decomposition results
• A queueing system with vacations after a random amount of work
• Useful martingales for stochastic storage processes with Lévy input

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