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