English

A L\'evy input fluid queue with input and workload regulation

Probability 2014-04-23 v1

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\'evy process Yi(t)Y_i(t) that is reflected at zero, and where the environment ii equals 0 or 1. When the exponential clock eq(i)e_q^{(i)} ends, the workload, as well as the L\'evy input process, are modified; this modification may depend on the current value of the workload, the maximum and the minimum workload observed during the previous cycle, and the environment ii of the L\'evy input process itself during the previous cycle. We analyse the steady-state workload distribution for this model. The main theme of the analysis is the systematic application of non-trivial functionals, derived within the framework of fluctuation theory of L\'evy processes, to workload and queuing models.

Keywords

Cite

@article{arxiv.1110.3806,
  title  = {A L\'evy input fluid queue with input and workload regulation},
  author = {Zbigniew Palmowski and Maria Vlasiou and Bert Zwart},
  journal= {arXiv preprint arXiv:1110.3806},
  year   = {2014}
}
R2 v1 2026-06-21T19:21:40.142Z