English

A L\'{e}vy input model with additional state-dependent services

Probability 2014-04-23 v2

Abstract

We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers {eq(i)}i=1,2,...\{e_q^{(i)}\}_{i=1,2,...} according to a spectrally positive L\'{e}vy process Y(t)Y(t) which is reflected at 0. When the exponential clock eq(i)e_q^{(i)} ends, the additional state-dependent service requirement modifies the workload so that the latter is equal to Fi(Y(eq(i)))F_i(Y(e_q^{(i)})) at epoch eq(1)+...+eq(i)e^{(1)}_q+...+e^{(i)}_q for some random nonnegative i.i.d. functionals FiF_i. In particular, we focus on the case when Fi(y)=(Biy)+F_i(y)=(B_i-y)^+, where {Bi}i=1,2,...\{B_i\}_{i=1,2,...} are i.i.d. nonnegative random variables. We analyse the steady-state workload distribution for this model.

Keywords

Cite

@article{arxiv.0902.0485,
  title  = {A L\'{e}vy input model with additional state-dependent services},
  author = {Zbigniew Palmowski and Maria Vlasiou},
  journal= {arXiv preprint arXiv:0902.0485},
  year   = {2014}
}
R2 v1 2026-06-21T12:07:27.766Z