A 2$\times$2 random switching model and its dual risk model
Probability
2021-04-07 v3
Abstract
In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour of the workload buffer exceedance probabilities for the two single servers/ both servers together/ one (unspecified) server is determined. Hereby one has to distinguish between jobs that are either heavy-tailed or light-tailed. The results are derived via the dual risk model of the studied M/G/2-queue for which the asymptotic behaviour of different ruin probabilities is determined.
Keywords
Cite
@article{arxiv.2007.03369,
title = {A 2$\times$2 random switching model and its dual risk model},
author = {Anita Behme and Philipp Lukas Strietzel},
journal= {arXiv preprint arXiv:2007.03369},
year = {2021}
}
Comments
34 pages, 7 figures