English

Synchronized L\'evy queues

Probability 2020-11-25 v3

Abstract

We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state buffer content vector of an associated system of parallel queues. The special structure of this transform allows us to rewrite it as a product of joint Laplace-Stieltjes transforms. We are thus able to interpret the buffer content vector as a sum of independent random vectors.

Keywords

Cite

@article{arxiv.1911.03672,
  title  = {Synchronized L\'evy queues},
  author = {Offer Kella and Onno Boxma},
  journal= {arXiv preprint arXiv:1911.03672},
  year   = {2020}
}

Comments

14 pages

R2 v1 2026-06-23T12:10:11.826Z